EXAMPLE OF HOW THE CONTROL VARIATE METHOD REDUCES NOISE IN MONTE-CARLO EXPERIMENTS

被引：1
|
作者：
JOHANNES, JM
机构：
来源：
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION | 1979年 / 8卷 / 04期
关键词：
D O I：
10.1080/03610917908812123
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：335 / 347
页数：13
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