Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets

We show how to effectively use antithetic variables to evaluate the expected value of (a) functions of independent random variables, when the functions are monotonic in only some of their variables, (b) Schur functions of random permutations, and (c) monotone functions of random subsets. Copyright Springer-Verlag 2005

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Year of publication:	2005
Authors:	Ross, Sheldon
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 62.2005, 3, p. 351-356
Publisher:	Springer

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010950122