THE USE OF ANTITHETIC VARIATES IN COMPUTER-SIMULATIONS

被引:8
作者
CHENG, RCH
机构
关键词
D O I
10.1057/jors.1982.48
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:229 / 237
页数:9
相关论文
共 9 条
[1]   INVERSE DISTRIBUTIONS AND INDEPENDENT GAMMA-DISTRIBUTED PRODUCTS OF RANDOM VARIABLES [J].
AITCHISON, J .
BIOMETRIKA, 1963, 50 (3-4) :505-&
[2]  
CHENG RCH, 1980, J OPER RES SOC, V31, P51
[3]   REGENERATIVE SIMULATION WITH INTERNAL CONTROLS [J].
IGLEHART, DL ;
LEWIS, PAW .
JOURNAL OF THE ACM, 1979, 26 (02) :271-282
[4]  
KENDALL MG, 1968, ADV THEORY STATISTIC, V1
[5]  
KLEIJNEN J, 1974, STATISTICAL TECHNI 1
[6]  
MITCHELL GH, 1972, OPERATIONAL RES
[8]  
Tocher K. D., 1963, ART SIMULATION
[9]  
ZEIGLER BP, 1979, SIMULATION NEWSLETTE