STAT 340 Tutorial 6

STAT 340 Tutorial 6 - Tutorial 6 Question 1 Which of the following code uses control variates to estimate theta A u=runif(1000 x=exp(1/x mean(x B

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Tutorial 6

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Question 1 Which of the following code uses control variates to estimate theta? A. u=runif(1000) x=exp(1/x) mean(x) B. u=runif(1000) x=exp(1/x+x)+(e-1)/e mean(x) C. u=runif(1000) x=exp(x) mean(x) D. u=runif(1000) x=exp(1/x)-exp(-x)+(e-1)/e mean(x) E. None of the above.
Question 2.1 Which of the following is most efficient? A two way table of efficiencies is given as left hand column is the numerator , top row is the denominator. CMC Anti CV OCV Imp Strat CMC 1 Anti 4.3 1 100 CV 0.3 1 OCV 1 1 Imp 1 Strat 1

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Question 2.2 A. Based on the Anti results, what do we know about the function? B. What do you know about OCV? C. Explain what an efficiency of 0.3 between CMC and CV means. (not asked below) D. Compare the efficiency of Importance to CMC Anti CV OCV Imp Strat CMC 1 Anti 4.3 1 100 CV 0.3 1 OCV 1 1 Imp 1 Strat 1
Question 2.3 Based on the Anti results, what do we know about the function? A. Nothing.

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This note was uploaded on 03/15/2012 for the course STAT 340 taught by Professor Xu(sunny)wang during the Winter '09 term at Waterloo.

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STAT 340 Tutorial 6 - Tutorial 6 Question 1 Which of the following code uses control variates to estimate theta A u=runif(1000 x=exp(1/x mean(x B

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