Control variates: Difference between revisions

Undid revision 870865497 by 141.45.207.196 (talk)
(Undid revision 870865955 by 141.45.207.196 (talk))
(Undid revision 870865497 by 141.45.207.196 (talk))
 
:<math>\begin{align}
\textrm{Var}\left(m^{\star}\right) & =\textrm{Var}\left(m\right) +- \frac{\left[\textrm{Cov}\left(m,t\right)\right]^2}{\textrm{Var}\left(t\right)} \\
& = \left(1-\rho_{m,t}^2\right)\textrm{Var}\left(m\right)
\end{align} </math>
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