Variance reduction for Bernoulli response variables in simulation

DOI10.1016/0167-9473(94)00023-CzbMATH Open0875.62094OpenAlexW2021560569WikidataQ128131658 ScholiaQ128131658MaRDI QIDQ672957FDOQ672957

Authors: Jordi Ocanã, Esteban Vegas 

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00023-c

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zbMATH Keywords

Control variatesEnvironments for statistical computing and simulationVectorial computing

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

• A Note on the Generation of Random Normal Deviates
• Title not available (Why is that?)
• Title not available (Why is that?)
• A new class of random number generators
• Tables of the Expected Value of 1/X for Positive Bernoulli and Poisson Variables
• The Use of Control Variates in Monte Carlo Estimation of Power

Cited In (7)

• Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality
• Some properties of simulation interval estimators under dependence induction
• Variance reduction in the study of a test concerning the behrens-fisher problem
• Heteroscedasticity irrelevance when testing means difference
• Efficient nonparametric estimation of a distribution function.
• Who's being swindled?: a case for enlightened naivete
• Efficiency and exponential models in a variance-reduction technique for dichotomous response variables

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