Author(s)

Pierre Ngnepieba¹, Dennis Ridley^2,3*

¹Department of Mathematics, Florida A&M University, Tallahassee, USA.
²SBI, Florida A&M University, Tallahassee, USA.
³Department of Scientific Computing, Florida State University, Tallahassee, USA.

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.

Antithetic Time Series Theory, Antithetic Random Variables, Bias Reduction, Gamma Distribution, Inverse Correlation, Serial Correlation

Ngnepieba, P. and Ridley, D. (2015) General Theory of Antithetic Time Series. Journal of Applied Mathematics and Physics, 3, 1726-1741. doi: 10.4236/jamp.2015.312197.