Variance reduction through negative correlation, a simulation study-Reference-Cited by-同舟云学术

Variance reduction through negative correlation, a simulation study

Published:1982-08-01 Issue:2-3 Volume:15 Page:119-127
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Arvidsen Nils I.¹,Johnson Tommy¹

Affiliation:

1. Statistiska Institutionen, Göteborgs Universitet, Viktoriagatan 13, Göteborg, S 41125, Sweden

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949658208810575

Reference6 articles.

1. Andréasson, I.J., 1971. "On the generation of negatively correlated random numbers". 1971, Rapport 71.32. Inst. för inf. beh., Tekn. Högsk., Stockholm.

2. Blomqvist, N., 1992. "A note on the minimum correlation between two random numbers". Department of Statistics University of Göteborg; 1992, Research Report 1972:5.

3. Monte Carlo Methods

4. A new Monte Carlo technique: antithetic variates

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