NO.PZ2019040801000068
问题如下:
Analysts' concern for Monte Carlo simulations is the size of the sampling error. Antithetic variate technique is an effective way to reduce the sampling error. In the following statements, which describes the antithetic variate technique most accurately?
选项:
A.The simulation is rerun using a complement set of the original set of random variables.
B.The process of data generating is approximated by redefining the unknown variable with a variable that has known properties.
C.In order to reduce sampling error, analysts enlarges the number of replications.
D.In order to make sure that the probability of sample data being redrawn is equal, analysts should should replace the sample data after every replication.
解释:
A is correct.
考点:Antithetic Variates
解析:本题考查的是关于Antithetic Variates的结论。这句结论“The antithetic variate technique reduces Monte Carlo sampling error by rerunning the simulation using a complement set of the original set of random variables.”在基础班讲义上有。
如题