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A new variance reduciton technique

Posted By: Bob Koca
Date: Monday, 30 March 2009, at 5:34 a.m.

In Response To: A new variance reduciton technique (Matt Cohn-Geier)

Correct. A couple points to note

i) just as with regular rollouts an equity with std error is obtained for both plays A and B. Those numbers will be no better than with the conventional method.

ii) The advantage comes in that the std error of the difference will be lower. If the obtained estimate for play A is off the obtained estimate for play B is likely to be off in the same direction.

Messages In This Thread

• A new variance reduciton technique
  Bob Koca -- Sunday, 29 March 2009, at 7:47 p.m.
  • A new variance reduciton technique
    David Rockwell -- Monday, 30 March 2009, at 4:08 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 4:43 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 4:51 a.m.
  • A new variance reduciton technique
    Matt Cohn-Geier -- Monday, 30 March 2009, at 4:56 a.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 5:34 a.m.
      • A new variance reduciton technique
        Stick -- Monday, 30 March 2009, at 5:38 a.m.
        • A new variance reduciton technique
          Matt Cohn-Geier -- Monday, 30 March 2009, at 5:42 a.m.
  • A new variance reduciton technique
    MaX -- Monday, 30 March 2009, at 2:13 p.m.
    • A new variance reduciton technique
      Bob Koca -- Monday, 30 March 2009, at 2:57 p.m.
      • A new variance reduciton technique
        Maik Stiebler -- Tuesday, 31 March 2009, at 10:21 a.m.
      • A new variance reduciton technique
        MaX -- Tuesday, 31 March 2009, at 11:15 a.m.
  • A new variance reduction technique
    Walter Trice -- Tuesday, 31 March 2009, at 5:37 a.m.
  • I tried it
    Tom Keith -- Wednesday, 1 April 2009, at 1:18 a.m.
    • I tried it
      Bob Koca -- Thursday, 2 April 2009, at 3:15 p.m.
      • I tried it
        Tom Keith -- Thursday, 2 April 2009, at 6:37 p.m.