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The Monte Carlo solution of some integral equations

Published online by Cambridge University Press:  24 October 2008

E. S. Page  and
D. R. Cox
E. S. Page
Affiliation:
Statistical LaboratoryCambridge
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Abstract

Estimators are given for the solution by Monte Carlo methods of the Fredholm integral equation of the second kind and the variances of the estimators are compared. Two integral equations arising in sequential analysis are considered in detail; some numerical examples are given.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 50 , Issue 3 , July 1954 , pp. 414 - 425
Copyright
Copyright © Cambridge Philosophical Society 1954

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References

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