ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES

DOI10.1111/j.1467-9574.1984.tb01099.xzbMath0552.65097OpenAlexW2022176523MaRDI QIDQ5896504

Tom A. B. Snijders

Publication date: 1984

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1984.tb01099.x

zbMATH Keywords

Wilcoxon testvariance reductionstatistical testsrank testantithetic variateschange-point testestimation of probabilities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo ⋮ Efficient bootstrap methods: A review

Cites Work

• Unnamed Item
• Unnamed Item
• A Non-Parametric Approach to the Change-Point Problem
• Solution of a statistical optimization problem by rearrangement methods
• Bivariate distributions with given marginals
• On a class of extremal problems in statistics
• A class of dependent random variables and their maxima

This page was built for publication: ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES