Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets

DOI10.1007/S00186-005-0038-0zbMATH Open1090.65010OpenAlexW2070244495MaRDI QIDQ811980

Sheldon M. Ross

Publication date: 23 January 2006

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-005-0038-0

zbMATH Keywords

varianceSchur convex functionMonte-Carlo methodMonte-Carlo estimationMonte-Carlo integrationnegative covariance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05)

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