Proof of the antithetic-variates theorem for unbounded functions

DOI10.1017/S0305004100056334MaRDI QIDQ3051229zbMATH OpenFDO

Authors James R. Wilson

Publication date 1979

Published in Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0305004100056334

zbMATH Keywords

estimatorsMonte Carlo techniquesunbounded antithetic variates

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Monte Carlo methods (65C05)

Cited in

(7)

• Estimation of steady-state quantities of an HMM with some rarely generated emissions
• Antithetic Sampling with Multivariate Inputs
• Variance reduction by the use of common and antithetic random variables
• A perspective on variance reduction in dynamic simulation experiments
• Living on the edge: an unified approach to antithetic sampling
• Controlling antithetic variates
• On the optimality and efficiency of common random numbers

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