Variance Reduction

Paul Bratley, Bennett L. Fox and Linus E. Schrage
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Paul Bratley: Université de Montréal, Département d’informatique et de recherche opérationnelle
Bennett L. Fox: University of Colorado, Department of Mathematics
Linus E. Schrage: University of Chicago, Graduate School of Business

Chapter Chapter 2 in A Guide to Simulation, 1987, pp 44-76 from Springer

Abstract: Abstract Placing variance reduction techniques before output analysis, discussed in Chapter 3, may appear to be putting the cart before the horse. Reversing the order of Chapters 2 and 3, however, would increase the number of forward references.

Keywords: Control Variate; Random Number; Service Time; Importance Sampling; Variance Reduction (search for similar items in EconPapers)
Date: 1987
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DOI: 10.1007/978-1-4419-8724-2_2

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