| Newton-Cotes型加权Monte-carlo求积公式 |
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| 引用本文： | 碧月.Newton-Cotes型加权Monte-carlo求积公式[J].杭州师范学院学报(社会科学版),1993(6). |
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| 作者姓名： | 碧月 |
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| 作者单位： | 杭州大学 |
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| 摘 要： | 本文给出一族加权的Monte-Carlo求积公式Mewton-otes型加权Monte-Carlo求积公式,使得随被积函数f的可微性加强,选用适当Newton-Cotes型加权Monte-carlo求积公式,误差阶也随之提高.
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| 关 键 词： | 次序样本 Monte-carlo方法 Newton-Cotes型 求积公式 |
WEIGHTED MONTE CARLO INTEGRATION OF MEWTON COTES TYPE |
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| Bi Yue.WEIGHTED MONTE CARLO INTEGRATION OF MEWTON COTES TYPE[J].Journal of Hangzhou Teachers College(Humanities and Social Sciences),1993(6). |
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| Authors: | Bi Yue |
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| Institution: | Hangzhou University |
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| Abstract: | In this paper, we shall construct a family fo weighted Monte Carlo integration methods - Newton Cotes type weighted Monte Carlo integration meahods over the ordered sample. This family of weighted Monte Catlo integration methods have it's Covergence rate for the expected square error rises as integrand of integral f's differentiable properties intensiies. |
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| Keywords: | ordered sample Monte Carlo method Newton Cotes type integration formula |
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