An Improved Batch Means Procedure for Simulation Output Analysis
نویسندگان
چکیده
منابع مشابه
Asap2: an Improved Batch Means Procedure for Simulation Output Analysis
We introduce ASAP2, an improved variant of the batchmeans algorithm ASAP for steady-state simulation output analysis. ASAP2 operates as follows: the batch size is progressively increased until the batch means pass the ShapiroWilk test for multivariate normality; and then ASAP2 delivers a correlation-adjusted confidence interval. The latter adjustment is based on an inverted Cornish-Fisher expan...
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ژورنال
عنوان ژورنال: Management Science
سال: 2002
ISSN: 0025-1909,1526-5501
DOI: 10.1287/mnsc.48.12.1569.438