216 search results - page 3 / 44 » Overlapping Variance Estimators for Simulations |
WSC
1997
13 years 7 months ago
1997
We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
WSC
1997
13 years 7 months ago
1997
Given a stationary simulation process with unknown mean µ , interest frequently lies in, and various methods exist for, developing estimates and confidence intervals for µ . Typ...
WSC
2008
13 years 8 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...
GLOBECOM
2009
IEEE
14 years 16 days ago
2009
IEEE
— In this paper, we study the anonymous cardinality estimation problem in radio frequency identification (RFID) systems. To preserve privacy and anonymity, each tag only transmi...
WSC
1998
13 years 7 months ago
1998
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...