The Use of Control Variates in Monte Carlo Estimation of Power
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Publication:3940788
DOI10.2307/2347974zbMath0482.65076OpenAlexW65440759MaRDI QIDQ3940788
Publication date: 1982
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2347974
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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