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MMLU / Which of the following statements are correct concerning the use of antithetic…

Problem

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question

Which of the following statements are correct concerning the use of antithetic variates as part of a Monte Carlo experiment?

i) Antithetic variates work by reducing the number of replications required to cover the whole probability space

ii) Antithetic variates involve employing a similar variable to that used in the simulation, but whose properties are known analytically

iii) Antithetic variates involve using the negative of each of the random draws and repeating the experiment using those values as the draws

iv) Antithetic variates involve taking one over each of the random draws and repeating the experiment using those values as the draws

choices

  1. (ii) and (iv) only
  2. (i) and (iii) only
  3. (i), (ii), and (iv) only
  4. (i), (ii), (iii), and (iv)

subject

econometrics

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