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ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES |
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| Authors: | Tom A. B. Snijders |
| Affiliation: | *University of Groningen |
| Abstract: | This paper explores some possibilities for variance reduction by the use of antithetic variates when estimating probabilities. |
| Keywords: | antithetic variates Monte Carlo variance reduction change-point test Wilcoxon test |