Title of article
Antithetic lognormal/normal random variables
Author/Authors
Denis Ridley، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 1997
Pages
4
From page
149
To page
152
Abstract
This paper is concerned with computer simulation methodology. It is in response to the problems reported by Ferrenberg, et. al. (1992) regarding the effect of serial correlation in biasing the outcomes from Monte Carlo experiments. This is of great and particular concern to scientists who require accuracy in estimation. A new method for creating antithetic bivariate random numbers, resulting in reduced serial correlation, is given.
Keywords
Antithetic random variable , serial correlation , computer simulation , bias
Journal title
Computers & Industrial Engineering
Serial Year
1997
Journal title
Computers & Industrial Engineering
Record number
924859
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