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WSC
2008
13 years 7 months ago
Implementable MSE-optimal dynamic partial-overlapping batch means estimators for steady-state simulations
Estimating the variance of the sample mean from a stochastic process is essential in assessing the quality of using the sample mean to estimate the population mean which is the fu...
Wheyming Tina Song, Mingchang Chih
WSC
2000
13 years 6 months ago
Simulation output analysis via dynamic batch means
This paper is focused on estimating the quality of the sample mean from a steady-state simulation experiment with consideration of computational efficiency, memory requirement, an...
Yingchieh Yeh, Bruce W. Schmeiser
WSC
1997
13 years 6 months ago
Computational Experience with the Batch Means Method
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997). Theses procedures dynamically increase the batch size...
Christos Alexopoulos, George S. Fishman, Andrew F....