@techreport{f5fe36ea50f44d7d9bf43d5281e8a9ca,
title = "Quasi Importance Sampling",
abstract = "There arise two problems when the expectation of some function with respect to a nonuniform multivariate distribution has to be computed by (quasi-) Monte Carlo integration: the integrand can have singularities when the domain of the distribution is unbounded and it can be very expensive or even impossible to sample points from a general multivariate distribution. We show that importance sampling is a simple method to overcome both problems. (author's abstract)",
author = "Wolfgang H{\"o}rmann and Josef Leydold",
year = "2005",
doi = "10.57938/f5fe36ea-50f4-4d7d-9bf4-3d5281e8a9ca",
language = "English",
series = "Preprint Series / Department of Applied Statistics and Data Processing",
number = "57",
publisher = "Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",
edition = "June 2005",
type = "WorkingPaper",
institution = "Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",
}