Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1311-2187-6 |
Объём: | 72 страниц |
Масса: | 129 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results. In order to make a simulation statistically efficient, i.e., to obtain a greater precision and smaller confidence intervals for the output random variable of interest, variance reduction techniques can be used. The main ones are: Common random numbers, antithetic variates, control variates, importance sampling and stratified sampling.
Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.