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WSC
1997
15 years 5 days ago
Computational Experience with the Batch Means Method
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...
Christos Alexopoulos, George S. Fishman, Andrew F....
WSC
2000
15 years 5 days ago
Experimental performance evaluation of batch means procedures for simulation output analysis
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
Natalie M. Steiger, James R. Wilson
117
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WSC
2004
15 years 6 days ago
Steady-State Simulation Analysis Using Asap3
We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...
Natalie M. Steiger, Emily K. Lada, James R. Wilson...