6.6 (Morgan, 1984, p.169.) Explain how you would use importance sampling to estimate the standard normal cdf,

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6.6 (Morgan, 1984, p.169.) Explain how you would use importance sampling to estimate the standard normal cdf, making use of the logistic pdf, f(y) = π exp(−πy/√

√3{1 + exp(−πy/√3)}2 , −∞

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Applied Stochastic Modelling

ISBN: 9781584886662

2nd Edition

Authors: Byron J.T. Morgan

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Question Posted: Nov 05, 2024 06:00 AM

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6.6 (Morgan, 1984, p.169.) Explain how you would use importance sampling to estimate the standard normal cdf, making use of the logistic pdf, f(y) = exp(y/ 3) 3{1 + exp(y/3)}2 ,
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6.6 (Morgan, 1984, p.169.) Explain how you would use importance sampling to estimate the standard normal cdf,

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Applied Stochastic Modelling

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