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 ?
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.
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." When authors discuss the control variate technique of variance reduction, the link to stochastic volatility can only be deduced.