Accession Number : ADP001583

Title :   Unbiased Random Integration Methods with Exactness for Low Order Polynomials,

Corporate Author : PRINCETON UNIV NJ DEPT OF STATISTICS

Personal Author(s) : Siegel,Andrew F. ; O'Brien,Fanny

Report Date : JUN 1983

Pagination or Media Count : 5

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)

Descriptors :   *Numerical methods and procedures, *Integrals, *Approximation(Mathematics), Integration, Polynomials, Estimates, Monte Carlo method, Random variables, Two dimensional

Distribution Statement : APPROVED FOR PUBLIC RELEASE