A splitting scheme for control variates
نویسندگان
چکیده
This paper details a new control-variate splitting scheme yielding an unbiased esti-mator of the mean response and an unbiased estimator of the variance of the first estimator. This scheme also yields an asymptotically exact confidence interval for the mean response. We present analytical and empirical performance comparisons of this scheme versus other control-variate procedures.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 14 شماره
صفحات -
تاریخ انتشار 1993