pub fn mc_control_variate(
f: impl Fn(f64) -> f64,
g: impl Fn(f64) -> f64,
g_mean: f64,
a: f64,
b: f64,
n: usize,
rng: &mut Lcg,
) -> f64Expand description
Control-variate Monte Carlo estimator.
Estimates E\[f(X)\] using control variate g whose mean E\[g(X)\] is known.
Returns the reduced-variance estimate.