Antithetic variate methods for simulations of processes with peaks and troughs

DOI10.1016/0377-2217(84)90212-1zbMath0524.65005OpenAlexW2030603562MaRDI QIDQ584896

Russell C. H. Cheng

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90212-1

zbMATH Keywords

computer simulationsantithetic variance-reduction methoddrought and flooding characteristics of a river systemforecasting of peak gas demandmethod of antithetic variates

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (2)

Variance Reduction Techniques for Digital Simulation ⋮ Bias and variance reduction in computer simulation studies

Cites Work

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• Generation of normal variates with given sample mean and variance
• The Use of Antithetic Variates in Computer Simulations

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