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Variance reduction for Bernoulli response variables in simulation

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  • Ocana, Jordi
  • Vegas, Esteban

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  • Ocana, Jordi & Vegas, Esteban, 1995. "Variance reduction for Bernoulli response variables in simulation," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 631-640, June.
    • Handle: RePEc:eee:csdana:v:19:y:1995:i:6:p:631-640
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    References listed on IDEAS

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    1. P. Rothery, 1982. "The Use of Control Variates in Monte Carlo Estimation of Power," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 125-129, June.
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    Cited by:

    1. Modarres, Reza, 2002. "Efficient nonparametric estimation of a distribution function," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 75-95, March.

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