The Use of Control Variates in Monte Carlo Estimation of Power

DOI10.2307/2347974MaRDI QIDQ3940788zbMATH OpenOpenAlexFDO

Authors Peter Rothery

Publication date 1982

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347974

zbMATH Keywords

non-parametric testspower normal modelsimulationvariance reduction techniques

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(10)

• Efficient nonparametric estimation of a distribution function.
• Sample size methods for constructing confidence intervals for the intra-class correlation coefficient
• Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
• Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
• Estimating probabilities from invariant permutation distributions
• Variance Reduction Techniques for Digital Simulation
• Variance reduction in the study of a test concerning the behrens-fisher problem
• Variance reduction for Bernoulli response variables in simulation
• Confidence intervals and sample size for the ICC in two-way ANOVA models
• Testing the autoregressive parameter with the t statistic

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