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Original Articles

Variance reduction in simulation studies

Pages 173-182 | Received 15 Jul 1971, Published online: 20 Mar 2007

References

  • Fishman , G. S and Kiviat , P. J . 1967 . The analysis of simulation generated time series . Man. ScL , 13 : 525 – 557 .
  • Gaver , D. P. Jr . 1969 . Statistical methods for improving efficiency . Proceedings of the Third Conference on Applications of Simulation . 1969 .
  • Hammersley , J. M. and Morton , W . 1956 . A new Monte Carlo technique: antithetic variates . Proc. Camb. Phil. Soc , 52 : 449 – 475 .
  • Page , E. S. 1965 . On Monte Carlo methods in congestion problems: II. Simulation of queueing systems . Oper. Res. Soc , 13 : 300 – 305 .
  • Tackacs , L. 1962 . Introduction to the Theory of Queues , Oxford University Press .
  • U.S. Department of Commerce Handbook of Mathematical Functions 1964

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