The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (Q1719643)
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scientific article; zbMATH DE number 7020253
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| English | The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis |
scientific article; zbMATH DE number 7020253 |
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The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis (English)
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11 February 2019
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simulation
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the variance of the sample mean
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implementable Song rule
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smallest-batch-sizes linear combination
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0.7954896092414856
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0.762293815612793
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0.7595149874687195
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0.7595149874687195
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0.7590683698654175
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