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...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2023-04-01
|
| シリーズ: | Mathematics |
| 主題: | |
| オンライン･アクセス: | https://www.mdpi.com/2227-7390/11/9/2097 |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|