A splitting scheme for control variates
This paper details a new control-variate splitting scheme yielding an unbiased estimator of the mean response and an unbiased estimator of the variance of the first estimator. This scheme also yields an asymptotically exact confidence interval for the mean response. We present analytical and empiric...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
1993-11.
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| Subjects: | |
| Online Access: | Get fulltext |
| LEADER | 00737 am a22001333u 4500 | ||
|---|---|---|---|
| 001 | 337185 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Avramidis, Athanassios N. |e author |
| 700 | 1 | 0 | |a Wilson, James R. |e author |
| 245 | 0 | 0 | |a A splitting scheme for control variates |
| 260 | |c 1993-11. | ||
| 856 | |z Get fulltext |u https://eprints.soton.ac.uk/337185/1/splv19.pdf | ||
| 520 | |a This paper details a new control-variate splitting scheme yielding an unbiased estimator of the mean response and an unbiased estimator of the variance of the first estimator. This scheme also yields an asymptotically exact confidence interval for the mean response. We present analytical and empirical performance comparisons of this scheme versus other control-variate procedures. | ||
| 655 | 7 | |a Article | |