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Coverage Error for Confidence Intervals Arising in Simulation Output Analysis
Coverage Error Confidence Intervals Arising Simulation Output Analysis
2015/7/8
Coverage error asymptotics for confidence intervals arising in simulation are discussed~ Asymptotic expansions, to order O(n-1) (n is the sample size), are given for confidence intervals associated wi...
Computational Efficiency Evaluation in Output Analysis
Computational Efficiency Evaluation Output Analysis
2015/7/8
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing con dence intervals, and several estimators ha...
Multivariate Standardized Time Series for Steady-State Simulation Output Analysis
Simulation statistical analysis multivariate steady-state output analysi
2015/7/8
The theory of standardized time series, initially proposed to estimate a single steady-state mean from the output of a simulation, is extended to the case where more than one steady-state mean is to b...
The Initial Transient Problem for Steady-State Output Analysis
Initial Transient Problem Steady-State Output Analysis
2015/7/6
This tutorial is concerned with providing an overview of the key issues that arise in consideration of the initial transient problem for steady-state simulations. In addition, we will discuss the rela...
The Semi-Regenerative Method of Simulation Output Analysis
Variance reduction effi ciency improvement importance sampling bias reduction
2015/7/6
We develop a class of techniques for analyzing the output of simulations of a semi-regenerative process. Called the semi-regenerative method, the approach is a generalization of the regenerative metho...