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Optimal sample size for dependent components of random vectors in Monte-Carlo methods

I. The two-component case

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Cybernetics Aims and scope

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Literature Cited

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Authors
  1. O. T. Mar'yanovich
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Additional information

Translated from Kibernetika, No. 6, pp. 106–109, November–December, 1986.

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Mar'yanovich, O.T. Optimal sample size for dependent components of random vectors in Monte-Carlo methods. Cybern Syst Anal 22, 814–819 (1986). https://doi.org/10.1007/BF01068700

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  • DOI: https://doi.org/10.1007/BF01068700

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