e/Variance reduction

Information
has gloss	eng: In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results. In order to make a simulation statistically efficient, i.e., to obtain a greater precision and smaller confidence intervals for the output random variable of interest, variance reduction techniques can be used. The main ones are: Common random numbers, antithetic variates, control variates, importance sampling and stratified sampling.
lexicalization	eng: variance reduction
instance of	e/Monte Carlo method

Meaning
French
has gloss	fra: La réduction de la variance regroupe lensemble des techniques, plus ou moins simples, qui permettent de réduire la variance des estimateurs de Monte-Carlo. En voici une courte liste : * Variable antithétique : on introduit une seconde variable aléatoire très fortement négativement corrélée avec la première, permettant de réduire la variance. Lélément clef est la formule suivante, valable pour deux variables X,Y: :\mathrmVar}(X+Y) = \mathrmVar}(X) + \mathrmVar}(Y) + 2 \mathrmCov}(X,Y)
lexicalization	fra: Réduction de la variance