Antithetic Multimodal Random Variates.

Autor: Ridley, Dennis, Ngnepieba, Pierre
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Zdroj: Journal of Management & Engineering Integration; Summer2017, Vol. 10 Issue 1, p117-121, 5p
Abstrakt: Antithetic random variates are a pair of random variate and its transformed random variate for which their correlation coefficient is minus one. One application is antithetic time series analysis where the transformation is a power transformation. In all applications so far, the assumption is that the subject random variate is unimodal. The case of a multimodal random variate is investigated to verify that the original and power transformed random variates continue to be antithetic. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index