Control variates: Difference between revisions
Undid revision 870865497 by 141.45.207.196 (talk)
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(Undid revision 870865497 by 141.45.207.196 (talk)) |
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:<math>\begin{align}
\textrm{Var}\left(m^{\star}\right) & =\textrm{Var}\left(m\right)
& = \left(1-\rho_{m,t}^2\right)\textrm{Var}\left(m\right)
\end{align} </math>
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