variate|variates in English

noun

variable (Statistics)

Use "variate|variates" in a sentence

1. Antithetic variates induce negative correlations among the control variates in order to reduce the loss factor and the variance of the control variate estimator

2. Yang and Liou first discuss the basic principles of control variates, then briefly present Antithetic variates.

3. Variance Reduction: Antithetic Variates (concluded) † The Antithetic-variates method does not sample n more numbers from » for the second estimate g(x0)

4. “Azaleas have hundreds and hundreds of variates

5. Dapsang medium-dated variate flammivomous Adnascent two-angle

6. Antithetic variates need only obey the weaker conditio < 0

7. Given sets of variates denoted , , , the first-order Covariance matrix is defined by

8. Control over random variables permits design techniques such as Antihectic variates and common random number streams

9. Antithetic Variates As usual would like to estimate θ= E[h(X)] = E[Y]

10. The control variates method is a variance reduction technique used in Monte Carlo methods.

11. Covariance Covariance provides a measure of the strength of the correlation between two or more sets of random variates. The Covariance for two random variates and, each with sample size, is defined by the expectation value (1)

12. For these variates the usual square error loss gives rise to a strange class of admissible estimators.

13. The Cubature formula (2.1) is optimal for degree d= 3 and may be considered a multi-variate counterpart of Simpson’s rule

14. Vezi gama de Bustiere dama pentru diverse activitati sportive de la Decathlon Materiale de calitate, modele variate Confort maxim Super preturi Comanda acum

15. The third reason for the greater power of the Antithetic variate method lies in the symmetry between t and t"; each is Antithetic to the other

16. The Correlation of coefficient between X’ and Y’ will be: Thus, we observe that the value of the coefficient of Correlation r remains unchanged when a constant is multiplied with one or both sets of variate values

17. The Antithetic variates estimator of E[Y] is simply the average of all 2n observations Yb AV = 1 2n Xn i=1 Y i + Xn i=1 Ye i! = 1 n Xn i=1 Y i +Ye i 2!

18. The authors then delve straight into the application of the Antithetic variables to a "straddle," a derivative instrument that requires knowledge of finance beyond "rudimentary exposure." When authors discuss the control variate technique of variance reduction, the link to stochastic volatility can only be deduced.