Sequential Procedure for Simultaneous Estimation of Several Percentiles
نویسنده
چکیده
Percentiles are convenient indices to characterize the entire range of the values of simulation outputs. However, they have only seldom been used in simulation studies. One of the reason has been the lack of sequential estimation procedures, which are needed to obtain estimates of predeened accuracy. In this paper we introduce a sequential procedure for estimating several percentiles simultaneously. The procedure uses the extended P 2 algorithm to estimate the percentiles. The variances of the percentile-estimates are estimated using a spectral method. Since the method applies a Bonferroni inequality, the covariances between the percentile-estimates are not needed. The procedure is shown to produce estimates having the predeened accuracy in eight queueing network models, representing multiprogrammed and time-shared computer systems.
منابع مشابه
Simultaneous Estimation of Several Persentiles
In many simulation studies the performance of the modeled system is characterized only by mean values of the performance indices. However, the percentiles are more informative in summarizing the performance. Several simultaneous percentiles, presented for example in the form of the boxplot, provide the analyst with better understanding of the system's behaviour. The simultaneous estimation of s...
متن کاملAn Accelerated Sequential Class to Minimize Combined Risk for Simultaneous Estimation of Parameters of Several Probability Distributions
The fixed sample size procedure sometimes fail to deal with the estimation problem in which it is desired to control the combined risk associated with the estimation of parameters of various probability distributions simultaneously. In this paper for a general probabilistic model is proposed an “accelerated” sequential class to minimize the combined risk for simultaneous estimation of parameter...
متن کاملArtificial Neural Networks (ANN) for the simultaneous spectrophotometric determination of fluoxetine and sertraline in pharmaceutical formulations and biological fluid
Simultaneous spectrophotometric estimation of Fluoxetine and Sertraline in tablets were performed using UV–Vis spectroscopic and Artificial Neural Networks (ANN). Absorption spectra of two components were recorded in 200–300 (nm) wavelengths region with an interval of 1 nm. The calibration models were thoroughly evaluated at several concentration levels using the spectra of synthetic binary mix...
متن کاملArtificial Neural Networks (ANN) for the simultaneous spectrophotometric determination of fluoxetine and sertraline in pharmaceutical formulations and biological fluid
Simultaneous spectrophotometric estimation of Fluoxetine and Sertraline in tablets were performed using UV–Vis spectroscopic and Artificial Neural Networks (ANN). Absorption spectra of two components were recorded in 200–300 (nm) wavelengths region with an interval of 1 nm. The calibration models were thoroughly evaluated at several concentration levels using the spectra of synthetic binary mix...
متن کاملSequential-Based Approach for Estimating the Stress-Strength Reliability Parameter for Exponential Distribution
In this paper, two-stage and purely sequential estimation procedures are considered to construct fixed-width confidence intervals for the reliability parameter under the stress-strength model when the stress and strength are independent exponential random variables with different scale parameters. The exact distribution of the stopping rule under the purely sequential procedure is approximated ...
متن کامل