Replicated batch means variance estimators in the presence of an initial transient
نویسندگان
چکیده
منابع مشابه
Variance Estimation Using Replicated Batch Means
We present a new method for obtaining confidence intervals in steady-state simulation. In our replicated batch means method, we do a small number of independent replications to estimate the steady-state mean of the underlying stochastic process. In order to obtain a variance estimator, we further group the observations from these replications into nonoverlapping batches. We show that for large ...
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ژورنال
عنوان ژورنال: ACM Transactions on Modeling and Computer Simulation
سال: 2006
ISSN: 1049-3301,1558-1195
DOI: 10.1145/1176249.1176250