Abstract
ABSTRACTOne of the variance reduction methods in simulation experiments is negative correlation induction, and in particular the use of the antithetic variates. The simultaneous use of antithetic variates and an acceptance–rejection method has been studied in some papers, where the inducted negative correlation has been calculated. In this study, the factors affecting the inducted negative correlation rate are addressed. To do this, the beta distribution is first selected to generate negatively correlated random variates using the acceptance–rejection method. The effects of both the efficiency of the acceptance–rejection method and the initial negative correlation rate on the inducted negative correlation are explored. Results show that both factors have significant effects; therefore, a combination of both can lead to algorithms better able to generate negative correlations.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics - Simulation and Computation
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
