The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...
The problem of unbiased estimation of the parameter θ in the binomial and Poisson distributions is considered. The variance of the estimate is required not to exceed a preassigned bound, B. For the ...
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