Antithetic variate methods for simulations of processes with peaks and troughs

DOI10.1016/0377-2217(84)90212-1zbMATH Open0524.65005OpenAlexW2030603562MaRDI QIDQ584896FDOQ584896

Authors: Russell C. H. Cheng 

Publication date: 1984

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(84)90212-1

zbMATH Keywords

computer simulationsantithetic variance-reduction methoddrought and flooding characteristics of a river systemforecasting of peak gas demandmethod of antithetic variates

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites Work

• Generation of normal variates with given sample mean and variance
• Title not available (Why is that?)
• The Use of Antithetic Variates in Computer Simulations
• Title not available (Why is that?)

Cited In (2)

• Variance Reduction Techniques for Digital Simulation
• Bias and variance reduction in computer simulation studies

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