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ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
Author(s) -
Snijders Tom A. B.
Publication year - 1984
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1984.tb01099.x
Subject(s) - control variates , variance reduction , monte carlo method , variance (accounting) , statistics , mathematics , random variate , hybrid monte carlo , econometrics , markov chain monte carlo , random variable , accounting , business
This paper explores some possibilities for variance reduction by the use of antithetic variates when estimating probabilities.