The Use of Control Variates in Monte Carlo Estimation of Power

P. Rothery

Journal of the Royal Statistical Society Series C, 1982, vol. 31, issue 2, 125-129

Abstract: The control variate technique for variance reduction is used in the estimation by computer simulation of the power of a non‐parametric test. Efficiency gains of as much as six were obtained for relatively small increases in computing time.

Date: 1982
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