Antithetic Power Transformation in Monte Carlo Simulation: Correcting Hidden Errors in the Response Variable
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DOI: 10.3390/math11092097
Abstract: Monte Carlo simulation is performed with uniformly distributed U(0,1) pseudo-random numbers. Because the numbers are generated from a mathematical formula, they will contain some serial correlation, even if very small. This serial correlation becomes embedded… read more here.
Keywords: hidden errors; carlo simulation; monte carlo; response variable ... See more keywords