Estimating steady-state distributions via simulation-generated histograms

DOI10.1016/J.COR.2006.05.015MaRDI QIDQ941527zbMATH OpenOpenAlexFDO

Authors W. David Kelton, E.~Jack Chen

Publication date 1 September 2008

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2006.05.015

zbMATH Keywords

histogram constructionoutput analysisquantile estimationsimulation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic processes (60G99) Computational methods in Markov chains (60J22) Point estimation (62F10)

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Cites work

• A Batching Approach to Quantile Estimation in Regenerative Simulations
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• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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• scientific article; zbMATH DE number 3305564 (Why is no real title available?)
• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• scientific article; zbMATH DE number 3359489 (Why is no real title available?)
• Low-storage quantile estimation
• Quantile and tolerance-interval estimation in simulation
• Quantile Estimation in Dependent Sequences
• Simulating Stable Stochastic Systems, VI: Quantile Estimation

Cited in

(10)

• A quantile-based approach to system selection
• Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry
• Stochastic dominance based comparison for system selection
• Selection and order statistics from correlated normal random variables
• Selecting the best alternative based on its quantile
• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• An enhanced lognormal selection procedure
• Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation
• Statistical analysis of steady-state simulations: Survey of recent progress
• A new approach to estimate the critical constant of selection procedures

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