PDF-ANTITHETIC VARIABLES CONTROL VARIATES Variance Reduction Background the simulation error

Author : briana-ranney | Published Date : 2014-12-18

Antithetic Variables Key idea if and are id RVs with mean Var Var Var 2 Cov X so variance is reduced if and have Cov X 0 For many simulations a estimator is U for

Presentation Embed Code

<iframe width="560" height="315" src="https://www.docslides.com/embed/25746" frameborder="0" allowfullscreen></iframe>

Download Presentation

Download Presentation The PPT/PDF document "ANTITHETIC VARIABLES CONTROL VARIATES Va..." is the property of its rightful owner. Permission is granted to download and print the materials on this website for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.

ANTITHETIC VARIABLES CONTROL VARIATES Variance Reduction Background the simulation error: Transcript

Download Document

Here is the link to download the presentation.
"ANTITHETIC VARIABLES CONTROL VARIATES Variance Reduction Background the simulation error"The content belongs to its owner. You may download and print it for personal use, without modification, and keep all copyright notices. By downloading, you agree to these terms.