1. N

    Computational Statistics: Variance reduction

    Hi. In this exercise, I should do the following subquestions for θ=P(X+Y≥15) where X∼Exp(0.5) and Y∼Exp(0.25) both X and Y are independent. Implement the following estimators for θ: (i) The raw simulation estimator. (ii) The antithetic estimator. But the exercise here restrict the methods...
  2. B

    PCA on time series

    Hi, excuse my poor english... I need to reduce number of indicators (and to perform a PCA) on dataset: year ind(1) ind(2) ... ind(n) 2000 x(1,1) x(1,2) ... x(1,n) ..... 2010 x(11,1) x(11,2) ... x(11,n) x(i,j) are quantitative values about indicators like production, resources, ecc. How...