Bookcover of Variance Reduction
Booktitle:

Variance Reduction

Betascript Publishing (2010-08-06 )

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ISBN-13:

978-613-1-12187-6

ISBN-10:
6131121877
EAN:
9786131121876
Book language:
English
Blurb/Shorttext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results. In order to make a simulation statistically efficient, i.e., to obtain a greater precision and smaller confidence intervals for the output random variable of interest, variance reduction techniques can be used. The main ones are: Common random numbers, antithetic variates, control variates, importance sampling and stratified sampling.
Publishing house:
Betascript Publishing
Website:
https://www.betascript-publishing.com/
Edited by:
Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
Number of pages:
72
Published on:
2010-08-06
Stock:
Available
Category:
Mathematics
Price:
29.00 €
Keywords:
Monte Carlo Method, Stratified Sampling

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