The total hazard construction, antithetic variates and simulation of stochastic systems

DOI10.1080/15326348608807034zbMath0618.65149OpenAlexW2070953949WikidataQ126243935 ScholiaQ126243935MaRDI QIDQ4728214

J. George Shanthikumar, Shaked, Moshe

Publication date: 1986

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326348608807034

zbMATH Keywords

simulationnumerical examplesvariance reductiondependent random variablesMonte Carlo estimatorefficient methodstotal hazard constructioncommon and antithetic random numbers

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

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