ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES (Q5896504): Difference between revisions

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Latest revision as of 16:11, 14 June 2024

scientific article; zbMATH DE number 3880065
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English
ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES
scientific article; zbMATH DE number 3880065

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    ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES (English)
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    1984
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    change-point test
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    Wilcoxon test
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    rank test
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    variance reduction
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    antithetic variates
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    estimation of probabilities
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    statistical tests
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