Control Variables with Known Mean and Variance

DOI10.2307/3009335zbMath0439.60029OpenAlexW4253845442MaRDI QIDQ3881636

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

estimate accuracycomputer simulation experiments

Mathematics Subject Classification ID

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

Related Items (4)

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

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