Abstract
First, we analyze the variance associated with our continuous piecewise-linear estimator of a sum with deterministic summands and discuss implications of that analysis. In particular, that analysis extends well beyond that case — though still restricted to one dimension. Theorem 9.1.2 states that extension. Under weak (checkable) conditions, it brackets the variance by an expression of the form
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© 1999 Springer Science+Business Media New York
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Hillier, F.S., Fox, B.L. (1999). Analysis Of Variance. In: Strategies for Quasi-Monte Carlo. International Series in Operations Research & Management Science, vol 22. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-5221-5_9
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DOI: https://doi.org/10.1007/978-1-4615-5221-5_9
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-7379-7
Online ISBN: 978-1-4615-5221-5
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