Variance reduction for Bernoulli response variables in simulation

DOI10.1016/0167-9473(94)00023-CzbMath0875.62094OpenAlexW2021560569WikidataQ128131658 ScholiaQ128131658MaRDI QIDQ672957

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

zbMATH Keywords

Control variatesEnvironments for statistical computing and simulationVectorial computing

Mathematics Subject Classification ID

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

Related Items (5)

Pretesting strategies for homoscedasticity when comparing means. Their robustness facing non-normality ⋮ Efficiency and exponential models in a variance-reduction technique for dichotomous response variables ⋮ Unnamed Item ⋮ Variance reduction in the study of a test concerning the behrens-fisher problem ⋮ Efficient nonparametric estimation of a distribution function.

Cites Work

• A new class of random number generators
• A Note on the Generation of Random Normal Deviates
• The Use of Control Variates in Monte Carlo Estimation of Power
• Tables of the Expected Value of 1/X for Positive Bernoulli and Poisson Variables
• Unnamed Item
• Unnamed Item

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