Beyond Numerical Integration

Part of the Springer Series in Statistics book series (SSS)

In this chapter, we discuss areas of application for quasi–Monte Carlo that go beyond numerical integration. Taking a step back, we recall that the general task discussed in this book is that of sampling. As mentioned before, we can think of numerical integration as using the produced sample average to approximate the true mean of the distribution of interest. But sampling can be used for many other tasks. For example, we briefly discussed percentile/ quantile estimation in Chaps. 1 and 7.


Markov Chain Monte Carlo Orthogonal Array Computer Experiment Sampling Plan Monte Carlo Sampling 


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Copyright information

© Springer-Verlag New York 2009

Authors and Affiliations

  1. 1.University of WaterlooDept. Statistics & Actuarial ScienceWaterlooCanada

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