Sciweavers

Free Online Productivity Tools i2Speak i2Symbol i2OCR iTex2Img iWeb2Print iWeb2Shot i2Type iPdf2Split iPdf2Merge i2Bopomofo i2Arabic i2Style i2Image i2PDF iLatex2Rtf Sci2ools

72

Voted

WSC
2007

favoriteEmaildiscussreport

180views Modeling And Simulation» more WSC 2007»

Confidence interval estimation using linear combinations of overlapping variance estimators

14 years 11 months ago

Confidence interval estimation using linear combinations of overlapping variance estimators

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 linear combinations of overlapping estimators for the variance parameter. We present analytical and simulation-based results exemplifying the potential of this technique for improvements in accuracy for conﬁdence intervals.

Tûba Aktaran-Kalayci, David Goldsman, James

Real-time Traffic

Conﬁdence Intervals | Modeling And Simulation | Steady-state Simulation Output | Variance Parameter | WSC 2007 |

claim paper

Related Content

» The Accuracy of a New Confidence Interval Method

» Confident estimation for multistage measurement sampling and aggregation

» Construction of confidence intervals for neural networks based on least squares estimation

» Using queryspecific variance estimates to combine Bayesian classifiers

» Improved interval estimation of long run response from a dynamic linear model A highest de...

» Improved variance estimation of classification performance via reduction of bias caused by...

» Analyzing transformationbased simulation metamodels

» The Impact of Transients on Simulation Variance Estimators

» Computational Efficiency Evaluation in Output Analysis

Post Info
More Details (n/a)

Added	02 Oct 2010
Updated	02 Oct 2010
Type	Conference
Year	2007
Where	WSC
Authors	Tûba Aktaran-Kalayci, David Goldsman, James R. Wilson

Comments (0)