Proof of the antithetic-variates theorem for unbounded functions
From MaRDI portal
Publication:3051229
DOI10.1017/S0305004100056334zbMath0415.62020MaRDI QIDQ3051229
Publication date: 1979
Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Monte Carlo methods (65C05)
Related Items
Estimation of steady-state quantities of an HMM with some rarely generated emissions, Variance reduction by the use of common and antithetic random variables, A perspective on variance reduction in dynamic simulation experiments, Antithetic Sampling with Multivariate Inputs, On the optimality and efficiency of common random numbers
