Title of article :
Antithetic lognormal/normal random variables
Author/Authors :
Denis Ridley، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 1997
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
Journal title :
Computers & Industrial Engineering