Variance reduction for Bernoulli response variables in simulation
type: Item
instance of: scholarly article
title: Variance reduction for Bernoulli response variables in simulation
zbMATH Open document ID: 0875.62094
DOI: 10.1016/0167-9473(94)00023-C
author: Jordi Ocanã
author: Esteban Vegas
published in: Computational Statistics and Data Analysis
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 985283
zbMATH Keywords: Control variates
zbMATH Keywords: Vectorial computing
zbMATH Keywords: Environments for statistical computing and simulation
MaRDI profile type: Publication
cites work: Q4098510
cites work: A Note on the Generation of Random Normal Deviates
cites work: Tables of the Expected Value of 1/X for Positive Bernoulli and Poisson Variables
cites work: Q3935355
cites work: A new class of random number generators
cites work: The Use of Control Variates in Monte Carlo Estimation of Power
full work available at URL: 0167-9473(94)00023-c
OpenAlex ID: W2021560569
Wikidata QID: Q128131658
description: scientific article; zbMATH DE number 985283