K-Antithetic Variates in Monte Carlo Simulation
نویسندگان
چکیده
منابع مشابه
K-antithetic Variates in Monte Carlo Simulation
Standard Monte Carlo simulation needs prohibitive time to achieve reasonable estimations. for untractable integrals (i.e. multidimensional integrals and/or intergals with complex integrand forms). Several statistical technique, called variance reduction methods, are used to reduce the simulation time. In this note, we propose a generalization of the well known antithetic variate method. Princip...
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ژورنال
عنوان ژورنال: Afrika Statistika
سال: 2009
ISSN: 0852-0305
DOI: 10.4314/afst.v3i1.46879