I have a question related to variance reduction by conditioning. If I have to RV´s $X$ and $Y$ with means $1$ and $2$ respectevely and I want to approach the value of $P(X+Y \gt 4)$ by simulating. However, I´m not sure over what variable to condition when applying the variance reduction. I think it should be on the variable with greatest mean (e.g $Y$), but this is just by pure intuiton . Is there any way I can know how will I get the best result?
$\endgroup$ 7 Reset to defaultVariance Reduction by conditioning: How to know over what variable to condition?
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