Antithetic Power Transformation in Monte Carlo Simulation: Correcting Hidden Errors in the Response Variable
Monte Carlo simulation is performed with uniformly distributed U(0,1) pseudo-random numbers. Because the numbers are generated from a mathematical formula, they will contain some serial correlation, even if very small. This serial correlation becomes embedded in the correlation structure of the resp...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
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MDPI AG
2023-04-01
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| coleção: | Mathematics |
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| Acesso em linha: | https://www.mdpi.com/2227-7390/11/9/2097 |
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