𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The efficiency of control variates in multiresponse simulation

✍ Scribed by Sekhar Venkatraman; James R. Wilson


Book ID
103584947
Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
372 KB
Volume
5
Category
Article
ISSN
0167-6377

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The optimal linear combination of contro
✍ Peter W. Glynn; Donald L. Iglehart πŸ“‚ Article πŸ“… 1989 πŸ› John Wiley and Sons 🌐 English βš– 414 KB πŸ‘ 3 views

The optimal linear combination of control variates is well known when the controls are assumed to be unbiased. We derive here the optimal linear combination of controls in the situation where asymptotically negligible bias is present. The small-sample linear control which minimizes the mean square e