NO.PZ2020011101000046
问题如下：
Why do antithetic variables and control variates improve the accuracy of a simulation?
解释：
Both introduce some negative correlation in the simulation. Antithetic variables are selected to have negative correlation across simulations. Because the variance of the sum depends on the covariance, and the covariance is negative, the variance of the sum is less than the case if the variables were independent. Control variates add a mean-zero term to a simulation that has a negative correlation with the simulated values. The variance reduction works in the same manner because the variance of the sum depends on the sum of the variances.
老师，红色线的话不太理解，能解释下吗？为什么variance of sum会取决于covariance？
