@article {IOPORT.01225886,
    author       = {Shkarupa, E.V. and Vojtishek, A.V.},
    title        = {Comparison of two procedures for global stochastic estimation of functions.},
    year         = {1993},
    journal      = {Bulletin of the Novosibirsk Computing Center. Series: Numerical Analysis},
    volume       = {1993},
    number       = {4},
    issn         = {1680-7006},
    pages        = {71-81},
    publisher    = {NCC Publisher, Novosibirsk; Russian Academy of Sciences, Siberian Branch, Novosibirsk},
    abstract     = {Summary: Numerical stochastic procedures for estimating integrals depending on a parameter are considered. A discrete mesh on the domain of definition of the parameter is introduced and the Monte Carlo algorithms for estimating an integral at mesh points are used. The independent Monte Carlo estimates and the ``dependent tests'' method are compared. It is proven that the ``dependent tests'' method is ``better'' in the sense of error asymptotics, but in some special cases (corresponding numerical examples are given) the computational cost for independent estimates may be smaller.},
    identifier   = {01225886},
}