Optimal Tests for Initialization Bias in Simulation Output
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Publication:3324877
DOI10.1287/opre.31.6.1167zbMath0538.62075MaRDI QIDQ3324877
No author found.
Publication date: 1983
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.31.6.1167
robust; sample mean; cumulative sums of deviations; detecting initialization bias; simulation output series
62P99: Applications of statistics
62M07: Non-Markovian processes: hypothesis testing
65C99: Probabilistic methods, stochastic differential equations
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