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| Number Theoretic Methods in Applied Statistics |
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Citation： |
Wang Yuan(王元）,Fang Kaitai(方开泰).Number Theoretic Methods in Applied Statistics[J].Chinese Annals of Mathematics B,1990,11(1):51~65 |
| Page view： 973
Net amount： 1156 |
Authors： |
Wang Yuan(王元）; Fang Kaitai(方开泰) |
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| Abstract： |
This paper gives some applications of number-theoretic method (or quasi Monte Carlo method) for numerical evaluation of probabilities and moments of a continuous multivariate distribution over a special domain such as cube, ball, sphere, simplex, etc., where the uniformly distributed sets of points in such domains, which are useful in experimental design, simulation, geometry probability, etc., are suggested. Some applications of number-theoretic method in optimization are discussed also. |
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