## Variance Reduction (-1)

### BibTeX

@MISC{Any_variancereduction,

author = {In Any},

title = {Variance Reduction},

year = {}

}

### OpenURL

### Abstract

elation among x i1 ,K , x iM in such a way that s *2 < M -1 var p g x ij ( ) [ ] . If in addition the cost of generating the M -tuple is insignificantly greater than the cost of generating M independent variables from p x ( ) , then I N M provides a computationally more efficient approximation of I than does I N . There are numerous variants on this technique. This section takes up four that account for most use of the method: antithetic variables, systematic sampling, conditional expectations, and control variables. The scope for combining these variance reduction techniques with the methods of Section 4 or Section 6 is enormous. Rather than list all the pos