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Variance reduction by the use of common and antithetic random variables

✍ Scribed by Rubinstein, R.Y.; Samorodnitsky, G.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variance reduction in stochastic homogen

✍ Ronan Costaouec, Claude Le Bris, Frédéric Legoll 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 302 KB

Variance reduction by antithetic random

✍ C. Costantini 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 153 KB

Inference on the Common Variance of Corr

✍ Ghezzi, Daniel; Zacks, Shelemyahu 📂 Article 📅 2005 🏛 Taylor and Francis Group 🌐 English ⚖ 142 KB

Extending simulation uses of antithetic

✍ Sheldon M. Ross 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 95 KB

The Approximate Variance of a Function o

✍ H.K. Tiwari; R.C. Elston 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 144 KB 👁 2 views

The use of common random numbers to redu

✍ Ajay K. Rathi 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 569 KB