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An statistical analysis of stratification and inequity in the income distribution
statistical analysis stratification the income distribution
2011/1/4
The analysis of the USA 2001 income distribution shows that it can be described by at least two main components, which obey the generalized Tsallis statistics with different values of the q parameter....
Convenient Multiple Directions of Stratification
Monte Carlo methods variance reduction stratification methods
2010/10/20
This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precisi...