TITLE:
General Theory of Antithetic Time Series
AUTHORS:
Pierre Ngnepieba, Dennis Ridley
KEYWORDS:
Antithetic Time Series Theory, Antithetic Random Variables, Bias Reduction, Gamma Distribution, Inverse Correlation, Serial Correlation
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.3 No.12,
December
30,
2015
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.