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Cabot. Antithetic Variables Key idea if and are id RVs with mean Var Var Var 2 Cov X so variance is reduced if and have Cov X 0 For many simulations a estimator is U for some so consider the antithetic estimator 1 Combined estimator is 2 Notes a O Box 342 Katoomba NSW 2780 19 Millyard Lane Katoomba 2780 Australia Phone 02 4782 3073 Email infomusicfunnetau eb www musicfunnetau Please feel free to contact us with any questions about the copying and use of our worksheets in your school brPage 3
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