Some properties of simulation interval estimators under dependence induction (Q1095629)
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| Language | Label | Description | Also known as |
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| English | Some properties of simulation interval estimators under dependence induction |
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Some properties of simulation interval estimators under dependence induction (English)
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1987
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The most widely used variance reduction techniques change the joint distribution of the simulation output random variables upon which the point estimators are based. The purpose of the paper is to describe the basic properties of standard interval estimators under dependence induction. The results are extended to output analysis methods used in steady-state simulation. The author discusses the assumption on which the results are based and shows how the results are derived.
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variance reduction
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simulation
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point estimators
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interval estimators
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