antithetic variable

antithetic variable

[¦an·tē¦thed·ik ′ver·ē·ə·bəl]
(statistics)
One of two random variables having high negative correlation, used in the antithetic variate method of estimating the mean of a series of observations.
References in periodicals archive ?
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.
Simulation Techniques in Financial Risk Management
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