Number Theoretic Methods in Applied Statistics |
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Institution: | Institute of Mathematics, Academia Sinica, Beijing, China. and Institute of Applied Mathematics, Academia Sinica, Beijing, China. |
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Abstract: | This paper gives some applications of number-theoretic method (or quasi Monte Carlo method) for numerical evaluation of probabilities and moments of a continuous multivariate distribution over a special domain such as cube, ball, sphere, simplex, etc., where the uniformly distributed sets of points in such domains, which are useful in experimental design, simulation, geometry probability, etc., are suggested. Some applications of number-theoretic method in optimization are discussed also. |
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