Antithetic variate methods for simulations of processes with peaks and troughs

DOI10.1016/0377-2217(84)90212-1MaRDI QIDQ584896zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
• scientific article; zbMATH DE number 3074517 (Why is no real title available?)
• Generation of normal variates with given sample mean and variance
• The Use of Antithetic Variates in Computer Simulations

Cited in

(2)

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

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