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：

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页码：335 / 347

页数：13

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