Variance reduction for Bernoulli response variables in simulation

DOI10.1016/0167-9473(94)00023-CMaRDI QIDQ672957zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

Control variatesEnvironments for statistical computing and simulationVectorial computing

Mathematics Subject Classification ID

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

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Cites work

• A new class of random number generators
• A Note on the Generation of Random Normal Deviates
• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 3519741 (Why is no real title available?)
• 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

(8)

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

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