摘要
本文介绍广泛应用于计算机模拟技术中的方差减少技术之一——Jackknife技术。它可有效地降低估计值的偏倚。文中举例介绍Jackknife在计算机模拟中的应用。所述各点均为当前模拟领域普遍关注的问题。
The paper introduces one of variance reduction technigues Jackknife. With some variance reduction technigues,one cannot estimate the resulting variance without bias. If the bias of a straightforward estimator has a certain general form, it can be raduced via Jackknife.This technigue has wide applications.
关键词
方差
计算机
模拟
子样本法
偏倚
sequential method
regenerative method
control variates
