Uses of Interface
dev.nm.stat.random.MeanEstimator
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Packages that use MeanEstimator Package Description dev.nm.stat.random.variancereduction -
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Uses of MeanEstimator in dev.nm.stat.random.variancereduction
Classes in dev.nm.stat.random.variancereduction that implement MeanEstimator Modifier and Type Class Description class
AntitheticVariates
The antithetic variates technique consists, for every sample path obtained, in taking its antithetic path - that is given a path \(\varepsilon_1,\dots,\varepsilon_M\) to also take, for example, \(-\varepsilon_1,\dots,-\varepsilon_M\) or \(1-\varepsilon_1,\dots,1-\varepsilon_M\).class
CommonRandomNumbers
The common random numbers is a variance reduction technique to apply when we are comparing two random systems, e.g., \(E(f(X_1) - g(X_2))\).class
ControlVariates
Control variates method is a variance reduction technique that exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity.class
ImportanceSampling
Importance sampling is a general technique for estimating properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest.
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