Monte Carlo Approximations for Low Moments of Order Deviates from Arbitrary Continuous Distribution

A simple and readily computable algorithm is developed for approximating the low moments of order deviates from any continuous distribution. The results are compared with those obtained from exact closed form moments, obtained from quadrature as well as other non-Monte Carlo integral computations

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Year of publication:	[2006]
Authors:	Nawar, Abdel-Hameed
Publisher:	[2006]: [S.l.] : SSRN
Subject:	Theorie \| Theory \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Statistische Verteilung \| Statistical distribution

Extent:	1 Online-Ressource (9 p)
Series:	Cairo University Statistics Working Paper
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Cairo University Statistics Working Paper
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; C87 - Econometric Software
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012779480