方法 | 计算时间 | 误差 |
蒙特卡洛法(N = 6000) | 92.3s | 0 |
蒙特卡洛法(N = 1370) | 47.6s | 2.732% |
蒙特卡洛法(N = 4000) | 79.6s | 0.047% |
半不变量法和Gram-Charlier级数展开(3阶) | 0.432s | 8.76% |
半不变量法和Gram-Charlier级数展开(6阶) | 0.576s | 2.76% |
半不变量法和Gram-Charlier级数展开(8阶) | 0.646s | 0.121% |
半不变量法和Cornish-Fisher级数展开(3阶) | 0.496s | 6.43% |
半不变量法和Cornish-Fisher级数展开(6阶) | 0.589s | 1.66% |
半不变量法和Cornish-Fisher级数展开(8阶) | 0.702s | 0.064% |