Variance reduction by the use of common and antithetic random variables

Journal of Statistical Computation and Simulation

Volumn 22, Issue 2, 1985, Pages 161-180

  Rubinstein, R Y ^a   Samorodnitsky, G ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Antithetic variates; common random numbers; inventory; Monte Carlo method; simulation; stochastic approximations; variance reduction

Indexed keywords

EID: 0002816939     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949658508810841     Document Type: Article

References (0)