QA153 : Comparing the performance of sensitivity estimators of scale parameter
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2013
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Abstarct: In this thesis, we define derivative estimators. These estimators can the used to
measure the system sensitivity with respect to a specific parameter.
The derivative estimator are obtained for Gaussian systems and compared with respect
to their variances. Applications are reviewed in stochastic networks and finance. The
approach is extended for scale mixture of normal distribution.
Keywords:
#Sensitivity estimation #Infinitesimal perturbation analysis #Score function #Measure-valued derivatives #Scale Mixture of Normal distributions Link
Keeping place: Central Library of Shahrood University
Visitor:
Keeping place: Central Library of Shahrood University
Visitor:
