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

Sheldon Ross ()

Mathematical Methods of Operations Research, 2005, vol. 62, issue 3, 356 pages

Abstract: We show how to effectively use antithetic variables to evaluate the expected value of (a) functions of independent random variables, when the functions are monotonic in only some of their variables, (b) Schur functions of random permutations, and (c) monotone functions of random subsets. Copyright Springer-Verlag 2005

Date: 2005
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DOI: 10.1007/s00186-005-0038-0

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