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Computer Simulation Swindles, with Applications to Estimates of Location and Dispersion
Author(s) -
Simon Gary
Publication year - 1976
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347234
Subject(s) - dispersion (optics) , computer science , statistics , mathematics , physics , optics
Summary The notion of swindling to reduce the variances of simulation‐estimated quantities is discussed. A summary of variance‐reduction techniques is provided. Applications are given to the problems of appraising estimates of either location or dispersion in univariate samples, exploiting a normal‐over‐independent decomposition of the samples. Methods are also given for estimating the variance reductions achieved by swindles.