Variance reduction by the use of common and antithetic random variables (Q3703168): Difference between revisions
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| Property / cites work: Variance Reduction by Antithetic Variates in <i>GI</i>/<i>G</i>/1 Queuing Simulations / rank | |||
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| Property / cites work: Bivariate distributions with given marginals / rank | |||
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| Property / cites work: Proof of the antithetic-variates theorem for unbounded functions / rank | |||
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Latest revision as of 09:00, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction by the use of common and antithetic random variables |
scientific article |
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Variance reduction by the use of common and antithetic random variables (English)
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1985
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antithetic variates
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inventory
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stochastic approximations
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common random numbers
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variance reduction
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response difference
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reliability
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networks
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queueing systems
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