# Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators

@inproceedings{Goldstein2011StochasticCO, title={Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators}, author={Larry B Goldstein and Yosef Rinott and Marco Scarsini}, year={2011} }

We compare estimators of the (essential) supremum and the integral of a function f defined on a measurable space when f may be observed at a sample of points in its domain, possibly with error. The estimators compared vary in their levels of stratification of the domain, with the result that more refined stratification is better with respect to different criteria. The emphasis is on criteria related to stochastic orders. For example, rather than compare estimators of the integral of f by their… CONTINUE READING

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