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Ethan橙 · 2023年10月18日

mean zero term 什么意思?有什么作用?

NO.PZ2020011101000046

问题如下:

Why do antithetic variables and control variates improve the accuracy of a simulation?

选项:

解释:

Both introduce some negative correlation in the simulation. Antithetic variables are selected to have negative correlation across simulations. Because the variance of the sum depends on the covariance, and the covariance is negative, the variance of the sum is less than the case if the variables were independent. Control variates add a mean-zero term to a simulation that has a negative correlation with the simulated values. The variance reduction works in the same manner because the variance of the sum depends on the sum of the variances.

mean zero term 什么意思?有什么作用?

1 个答案
已采纳答案

品职答疑小助手雍 · 2023年10月19日

同学你好,大致可以理解为均值复归的感觉,就是加入一个参数,整个参数和原始模拟参数负相关,可以让整个模拟的过程方差不那么大。