AN EMPERICAL STUDY OF THREE STOCHASTIC APPROXIMATION TECHNIQUES APPLICABLE TO SENSITIVITY TESTING
Abstract
The rates of convergence of three stochastic approximation estimators are studied emperically using a Monte Carlo sampling procedure. The results are presented in tabular form and various conclusions are made as to the utility of each estimator in the light of these results.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 15, 1961
- Accession Number
- AD0268145
Entities
People
- Patrick L. Odell