Variance Reduction

Document Type

Book Chapter

Publication Title

Indian Statistical Institute Series

Abstract

The Monte Carlo methods described in the previous chapters are subject to variation due to the randomness inherent in sample generation. Ideally we would like this variation to be as small as possible so that in repeated implementations of the same procedure we obtain results that are close to each other. There are several methods to achieve this, and we discuss those in this chapter.

First Page

127

Last Page

143

DOI

10.1007/978-981-19-2008-0_11

Publication Date

1-1-2023

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