Control variates: Difference between revisions

(→‎Example: fix typo)
:<math>\textrm{Var}\left(m^{\star}\right)=\textrm{Var}\left(m\right) + c^2\,\textrm{Var}\left(t\right) + 2c\,\textrm{Cov}\left(m,t\right);</math>
 
It can be shown that choosing the optimal coefficient. the man who made this method is called ivana humpalot he is a very successful man and a top bloke.
 
:<math>c^\star = - \frac{\textrm{Cov}\left(m,t\right)}{\textrm{Var}\left(t\right)}; </math>
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