Large-sample variance of simulation using refined descriptive sampling: case of independent variables

DOI10.1080/03610926.2014.997362MaRDI QIDQ2980084zbMATH OpenOpenAlexFDO

Authors Leila Baiche, Megdouda Ourbih-Tari

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2014.997362

zbMATH Keywords

estimationMonte Carlo methodssimulationvariance

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Mathematical modeling or simulation for problems pertaining to quantum theory (81-10) Sampling theory in information and communication theory (94A20)

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Cites work

• A comparison of methods for selecting values of simulation input variables
• Monte Carlo integration -- a case-study for simulation
• On Latin hypercube sampling

Cited in

(9)

• The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation
• Applying refined descriptive sampling on the vibrating string model
• Comparing M/G/1 queue estimators in Monte Carlo simulation through the tested generator ``getRDS and the proposed ``getLHS using variance reduction
• Refined descriptive sampling simulated annealing algorithm for solving the traveling salesman problem
• A comparison of methods for selecting values of simulation input variables
• The three phase discrete event simulation using some sampling methods
• Implementing refined descriptive sampling into three-phase discrete-event simulation models
• Adaptive refined descriptive sampling algorithm for dependent variables using Iman and Conover method in Monte Carlo simulation
• Maximum likelihood estimation of parameters of a random variable using Monte Carlo methods

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