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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
References in periodicals archive ?
With the obtained [Z.sub.Vj], we consider antithetic variable -[Z.sub.Vj] and compute [V.sub.j](t) by [[alpha].sub.j][([[beta].sub.j] - [Z.sub.Vj]).sup.2] and thus obtain the second path of the DHHW model.
Efficient Simulation for Pricing Barrier Options with Two-Factor Stochastic Volatility and Stochastic Interest Rate
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