Representativeness of a Sample in Monte Carlo Method*

Verfasser / Beitragende:
[H. Bevrani, I. Shevtsova]
Ort, Verlag, Jahr:
2015
Enthalten in:
Journal of Mathematical Sciences, 205/1(2015-02-01), 27-33
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10958-015-2226-7  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10958-015-2226-7 
245 0 0 |a Representativeness of a Sample in Monte Carlo Method*  |h [Elektronische Daten]  |c [H. Bevrani, I. Shevtsova] 
520 3 |a The Monte Carlo method is a quite popular method of solving mathematical problems. The theoretical basis of this method is the law of large numbers and the central limit theorem. When using this method a question often arises, whether available statistical data are enough for accurate and reliable conclusions, in other words, whether the available sample is representative. The goal of this paper is to obtain and compare various estimates of the required sample size in the Monte Carlo method. 
540 |a Springer Science+Business Media New York, 2015 
700 1 |a Bevrani  |D H.  |u University of Tabriz, Tabriz, Iran  |4 aut 
700 1 |a Shevtsova  |D I.  |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia  |4 aut 
773 0 |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 205/1(2015-02-01), 27-33  |x 1072-3374  |q 205:1<27  |1 2015  |2 205  |o 10958 
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950 |B NATIONALLICENCE  |P 700  |E 1-  |a Bevrani  |D H.  |u University of Tabriz, Tabriz, Iran  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Shevtsova  |D I.  |u Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics, Moscow, Russia  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Journal of Mathematical Sciences  |d Springer US; http://www.springer-ny.com  |g 205/1(2015-02-01), 27-33  |x 1072-3374  |q 205:1<27  |1 2015  |2 205  |o 10958