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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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