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2007

Confidence interval estimation using linear combinations of overlapping variance estimators

4 years 29 days ago
Confidence interval estimation using linear combinations of overlapping variance estimators
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal linear combinations of overlapping estimators for the variance parameter. We present analytical and simulation-based results exemplifying the potential of this technique for improvements in accuracy for confidence intervals.
Tûba Aktaran-Kalayci, David Goldsman, James
Added 02 Oct 2010
Updated 02 Oct 2010
Type Conference
Year 2007
Where WSC
Authors Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson
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