Variance Reduction Techniques for Digital Simulation (Q3703173)

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Variance Reduction Techniques for Digital Simulation
scientific article

    Statements

    title
    Variance Reduction Techniques for Digital Simulation (English)
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    author
    James R. Wilson
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    publication date
    1984
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    Mathematics Subject Classification ID
    65C10
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    65C99
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    62J10
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    62D05
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    zbMATH DE Number
    3930213
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    zbMATH Keywords
    stratified sampling
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    systematic sampling
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    variance reduction
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    simulation
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    correlation methods
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    importance methods
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    antithetic variates
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    control variates
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    Wikidata QID
    Q58117074
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