Statistical analysis of steady-state simulations: Survey of recent progress (Q759472)
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scientific article; zbMATH DE number 3881848
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| English | Statistical analysis of steady-state simulations: Survey of recent progress |
scientific article; zbMATH DE number 3881848 |
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Statistical analysis of steady-state simulations: Survey of recent progress (English)
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1984
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For non-terminating simulations with steady-state responses the following alternative analysis techniques are evaluated: (i) replicated runs (ii) approximately independent subruns or batches (iii) renewal or regenerative analysis. Two general techniques for reducing nonnormality and bias are presented: grouping (or batching) and jackknifing. Applications of the various techniques are discussed. Besides the estimation of the mean, the estimation of variances and quantiles is presented.
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simulation
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inference statistics
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queues
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experiment
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renewal
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regenerative analysis
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grouping
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batching
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jackknifing
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variances
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quantiles
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0.87468576
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0.86810654
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0.86702037
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0.86572146
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