The Use of Control Variates in Monte Carlo Estimation of Power

DOI10.2307/2347974zbMath0482.65076OpenAlexW65440759MaRDI QIDQ3940788

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

simulationnon-parametric testsvariance reduction techniquespower normal model

Mathematics Subject Classification ID

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

Related Items (9)

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

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