Estimating the Value of e by Simulation

Authors
Citation
G. Russell, K., Estimating the Value of e by Simulation, American statistician , 45(1), 1991, pp. 66-68
Journal title
ISSN journal
00031305
Volume
45
Issue
1
Year of publication
1991
Pages
66 - 68
Database
ACNP
SICI code
Abstract
This department includes the two sections New Developments in Statistical Computing and Statistical Computing Software Reviews; suitable contents for each of these sections are described under the respective section heading.Articles submitted for the department, outside the two sections, should not be highly technical and should be relevant to the teaching or practice of statistical computing.An unbiased estimator of e is used to motivate a simple simulation exercise that requires only observations from the distribution uniform on (0, 1).Antithetic variables are introduced and applied to the simulation problem to give a second unbiased estimator of e with reduced variance.