ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
- 1 June 1984
- journal article
- Published by Wiley in Statistica Neerlandica
- Vol. 38 (2) , 55-73
- https://doi.org/10.1111/j.1467-9574.1984.tb01099.x
Abstract
This paper explores some possibilities for variance reduction by the use of antithetic variates when estimating probabilities.Keywords
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