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General Theory of Antithetic Time Series

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DOI: 10.4236/jamp.2015.312197    3,515 Downloads   3,831 Views   Citations

ABSTRACT

A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is derived. We prove that the correlation approaches minus one as the exponent approaches zero from the left and the shape parameter approaches infinity.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Ngnepieba, P. and Ridley, D. (2015) General Theory of Antithetic Time Series. Journal of Applied Mathematics and Physics, 3, 1726-1741. doi: 10.4236/jamp.2015.312197.

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