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- W2107907282 abstract "Suppose a discrete time Markov process is simulated so as to estimate p , the probability that it enters the set of states A before it enters the set of states B , for disjoint sets A and B . It is shown that the total hazard, which is an unbiased estimator of p , has a variance that is bounded above by p (2 – p )." @default.
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- W2107907282 date "1991-07-01" @default.
- W2107907282 modified "2023-09-27" @default.
- W2107907282 title "On the Variance of the Hazard Estimator in Simulation" @default.
- W2107907282 cites W1992363092 @default.
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- W2107907282 doi "https://doi.org/10.1017/s026996480000214x" @default.
- W2107907282 hasPublicationYear "1991" @default.
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