7 search results - page 1 / 2 » Experimental Evaluation of Confidence Interval Procedures in... |
WSC
1996
13 years 10 months ago
1996
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
WSC
2004
13 years 10 months ago
2004
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
WSC
2000
13 years 10 months ago
2000
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
WSC
2008
13 years 11 months ago
2008
We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output ...
EOR
2006
13 years 9 months ago
2006
We develop WASSP, a wavelet-based spectral method for steady-state simulation analysis. First WASSP determines a batch size and a warm-up period beyond which the computed batch me...