# Package com.numericalmethod.suanshu.stats.random.variancereduction

• Interface Summary
Interface Description
ControlVariates.Estimator
• Class Summary
Class Description
AntitheticVariates
The antithetic variates technique consists, for every sample path obtained, in taking its antithetic path - that is given a path $$\varepsilon_1,\dots,\varepsilon_M$$ to also take, for example, $$-\varepsilon_1,\dots,-\varepsilon_M$$ or $$1-\varepsilon_1,\dots,1-\varepsilon_M$$.
CommonRandomNumbers
The common random numbers is a variance reduction technique to apply when we are comparing two random systems, e.g., $$E(f(X_1) - g(X_2))$$.
ControlVariates
Control variates method is a variance reduction technique that exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity.
ImportanceSampling
Importance sampling is a general technique for estimating properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest.