Unbiased Random Integration Methods with Exactness for Low Order Polynomials,
Abstract
When a definite integral cannot be evaluated exactly, the authors turn to computer-based methods for approximations. There are many different kinds of such procedures, but they divide roughly into two classes: deterministic and random. They explore the use of methods that combine these two approaches, preserving the unbiasedness and error estimation advantages of random methods, but at the same time maintaining the closer approximation generally found in deterministic methods. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1983
- Accession Number
- ADP001583
Entities
People
- Andrew F. Siegel
- Fanny O'brien
Organizations
- Princeton University