Control variates: Difference between revisions
→Underlying principle
The [[variance]] of the resulting estimator <math>m^{\star}</math> is
:<math>\textrm{Var}\left(m^{\star}\right)=\textrm{Var}\left(m\right) + c^2\,\textrm{Var}\left(t\right)
It can be shown that choosing the optimal coefficient
