On controlling variates in network simulation
作者:
Thomas Kämpke,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1988)
卷期:
Volume 17,
issue 1
页码: 241-249
ISSN:0361-0918
年代: 1988
DOI:10.1080/03610918808812659
出版商: Marcel Dekker, Inc.
关键词: variance reduction;unbiased and biased estimators
数据来源: Taylor
摘要:
The efficiency of independent controling variates in simulation of activity networks will be evaluated in the sense of mean square deviation of the estimator from the true value. The given result is asymptotic
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