134 search results - page 1 / 27 » Optimal Quadratic-Form Estimator of the Variance of the Samp... |
WSC
1997
13 years 6 months ago
1997
A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
WSC
2008
13 years 7 months ago
2008
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...
AMC
2006
13 years 5 months ago
2006
We propose some ratio-type variance estimators using ratio estimators for the population mean in literature. We obtain mean square error (MSE) equations of proposed estimators and...
WSC
2007
13 years 7 months ago
2007
We consider the problem of estimating the time-average variance constant for a stationary process. A previous paper described an approach based on multiple integrations of the sim...
IMC
2005
ACM
13 years 11 months ago
2005
ACM
IP network traffic is commonly measured at multiple points in order that all traffic passes at least one observation point. The resulting measurements are subsequently joined fo...