Correlation induction without the inverse transformation
WSC '86 Proceedings of the 18th conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Replication splitting and variance for simulating discrete-parameter stochastic processes
Operations Research Letters
Regenerative structure of Markov chains simulated via common random numbers
Operations Research Letters
Thirty years of "batch size effects"
Proceedings of the Winter Simulation Conference
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Some basic, but surprising properties of confidence intervals formed under antithetic-variates and common-random-numbers variance reduction techniques are derived. It is shown that improved point estimator performance, the primary goal of variance reduction techniques, does not necessarily imply improved interval estimator performance.