Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations
نویسندگان
چکیده
Article history: Received 18 November 2011 Accepted 15 October 2012 Available online 5 November 2012
منابع مشابه
Confidence Interval Estimation of the Mean of Stationary Stochastic Processes: a Comparison of Batch Means and Weighted Batch Means Approach (TECHNICAL NOTE)
Suppose that we have one run of n observations of a stochastic process by means of computer simulation and would like to construct a condifence interval for the steady-state mean of the process. Seeking for independent observations, so that the classical statistical methods could be applied, we can divide the n observations into k batches of length m (n= k.m) or alternatively, transform the cor...
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ورودعنوان ژورنال:
- European Journal of Operational Research
دوره 229 شماره
صفحات -
تاریخ انتشار 2013