نتایج جستجو برای: sample variance
تعداد نتایج: 498107 فیلتر نتایج به سال:
This paper studies the use of randomized Quasi-Monte Carlo methods (RQMC) in sample approximations of stochastic programs. In high dimensional numerical integration, RQMC methods often substantially reduce the variance of sample approximations compared to MC. It seems thus natural to use RQMC methods in sample approximations of stochastic programs. It is shown, that RQMC methods produce epi-con...
In this paper we propose a test statistic to discriminate between models with nite variance and models with in nite variance. The test statistic is the ratio of the sample standard deviation and the sample interquartile range. Both asymptotic and nite sample properties of the test statistic are discussed. We show that the test has good power properties against in nite-variance distributions and...
In this paper we propose a test statistic to discriminate between models with finite variance and models with infinite variance. The test statistic is the ratio of the sample standard deviation and the sample interquartile range. Both asymptotic and finite sample properties of the test statistic are discussed. We show that the test has good power properties against infinite-variance distributio...
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