作者：BRESLAW, JA
摘要：This paper describes a low variance simulator of the normal distribution function. The probability integral is evaluated exactly at an initial point specified with a factor analytic covariance structure, so that the integral can be derived using dimension reduction techniques. The line integral between the initial point and the desired point is evaluated using Plackett's identity. A Monte Carlo simulation of this Line Integral Simulator (LIS) with the Geweke-Hajivassiliou-Keane (GHK) simulator...
