• 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