25 search results - page 2 / 5 » Simulation output analysis via dynamic batch means |
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...
WSC
1997
13 years 6 months ago
1997
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
WSC
1997
13 years 6 months ago
1997
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...
WSC
2004
13 years 6 months ago
2004
We summarize the results of an experimental performance evaluation of using an empirical histogram to approximate the steady-state distribution of the underlying stochastic proces...
WSC
1996
13 years 6 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...