Skip to main content

1999 | OriginalPaper | Buchkapitel

Monte Carlo Integration

verfasst von : Christian P. Robert, George Casella

Erschienen in: Monte Carlo Statistical Methods

Verlag: Springer New York

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Two major classes of numerical problems that arise in statistical inference are optimization problems and integration problems. (An associated problem, that of implicit equations, can often be reformulated as an optimization problem.) Although optimization is generally associated with the likelihood approach, and integration with the Bayesian approach, these are not strict classifications, as shown by Examples 1.2.2 and 1.3.5, and Examples 3.1.1, 3.1.2 and 3.1.3, respectively.

Metadaten
Titel
Monte Carlo Integration
verfasst von
Christian P. Robert
George Casella
Copyright-Jahr
1999
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4757-3071-5_3