Bias and variance reduction in computer simulation studies

DOI10.1016/S0377-2217(99)00178-2zbMath0968.62034OpenAlexW1989872144MaRDI QIDQ1578005

T. J. Gallwey, John W. Crawford

Publication date: 19 September 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(99)00178-2

zbMATH Keywords

bias reductionvariance reductioncomplex systemssteady-statediscrete event simulation

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Queues and service in operations research (90B22) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries ⋮ The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling ⋮ Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy

Cites Work

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• Confidence intervals in discrete event simulation: A comparison of replication and batch means
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• The Efficiency of Statistical Simulation Procedures
• Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks
• Statistical Analysis for Queueing Simulations
• Optimal antithetic sampling plans
• Toward guidelines for designing experiments in queuing simulation
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Bias Considerations in Simulation Experiments

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