variance parameter | Sciweavers

24

WSC
1997

130views Modeling And Simulation» more WSC 1997»

The Impact of Transients on Simulation Variance Estimators

13 years 10 months ago

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...

Daniel H. Ockerman, David Goldsman

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29

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WSC
2008

127views Modeling And Simulation» more WSC 2008»

A distribution-free tabular CUSUM chart for correlated data with automated variance estimation

13 years 11 months ago

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We formulate and evaluate distribution-free statistical process control (SPC) charts for monitoring an autocorrelated process when a training data set is used to estimate the marg...

Joongsup Lee, Christos Alexopoulos, David Goldsman...

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27

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WSC
2007

139views Modeling And Simulation» more WSC 2007»

Folded standardized time series area variance estimators for simulation

13 years 11 months ago

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We estimate the variance parameter of a stationary simulation-generated process using “folded” versions of standardized time series area estimators. We formulate improved vari...

Claudia Antonini, Christos Alexopoulos, David Gold...

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24

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WSC
2007

180views Modeling And Simulation» more WSC 2007»

Confidence interval estimation using linear combinations of overlapping variance estimators

13 years 11 months ago

Download www.informs-sim.org

We develop new conﬁdence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These conﬁdence intervals are based on optimal li...

Tûba Aktaran-Kalayci, David Goldsman, James ...

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