Control variates: Difference between revisions

Control variates (edit)

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→‎Example: The number displayed is a standard deviation (not the variance, but its square root)

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Revision as of 19:54, 8 December 2016 (edit) Marcocapelle (talk \| contribs) (removed Category:Randomness; added Category:Statistical randomness using HotCat) ← Previous edit		Revision as of 15:24, 24 May 2017 (edit) (undo) 82.3.31.104 (talk) (→‎Example: The number displayed is a standard deviation (not the variance, but its square root)) Next edit →
\| \| align="right" \| '''Estimate''' \| align="right" \| '''~~Variance~~Standard Deviation''' \|- \| ''Classical estimate'' \|} The ~~variance~~standard deviation was significantly reduced after using the control variates technique. (The exact result is <math>I=\ln 2 \approx 0.69314718</math>.) ==See also==