The Use of Antithetic Variates in Computer Simulations

DOI10.2307/2581487zbMath0476.65003OpenAlexW4253579703MaRDI QIDQ3932191

Russell C. H. Cheng

Publication date: 1982

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2581487

zbMATH Keywords

numerical examplemethod of antithetic variatescomputer simulation experimentsreducing the variability of estimators

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Random number generation in numerical analysis (65C10)

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