Antithetic variates

In statistics, the antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal (using Monte Carlo methods) has a square root convergence, a very large number of sample paths is required to obtain an accurate result. The antithetic variates method reduces the variance of the simulation results.

单词	Antithetic variates
释义	Antithetic variates 英语百科 Antithetic variates In statistics, the antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal (using Monte Carlo methods) has a square root convergence, a very large number of sample paths is required to obtain an accurate result. The antithetic variates method reduces the variance of the simulation results.
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