Control Variables with Known Mean and Variance

DOI10.2307/3009335MaRDI QIDQ3881636zbMATH OpenOpenAlexFDO

Authors G. M. Feast, Russell C. H. Cheng

Publication date 1980

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

Full work available at URL https://doi.org/10.2307/3009335

zbMATH Keywords

computer simulation experimentsestimate accuracy

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Monte Carlo methods (65C05)

Cited in

(4)

• Using martingales to make stochastic simulations more precise
• A triptych of discrete distributions related to the stable law
• Simulating bessel random variables
• The ratio of uniforms approach for generating discrete random variates

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