The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling

DOI10.1155/2009/791750MaRDI QIDQ1036465zbMATH OpenOpenAlexWikidataFDO

Authors Ergün Eraslan, Berna Dengiz

Publication date 13 November 2009

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/45902

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sampling theory, sample surveys (62D05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Recommendations

• Variance estimation in the presence of measurement errors under stratified random sampling
• scientific article; zbMATH DE number 1029179
• Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
• Developing and designing of an efficient variables sampling system based on the process capability index
• Trade-off between cost and variance for a multi-objective compromise allocation in stratified random sampling
• VARIANCE ESTIMATION WITH HIGHLY STRATIFIED SAMPLING DESIGNS WITH UNEQUAL PROBABILITIES
• Comparison of Efficiency of Stratified and Unequal Probability Sampling
• Variance estimation for two-phase stratified sampling

Cites work

• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• A comparison of mean reduction versus variance reduction in processing times in flow shops
• A perspective on variance reduction in dynamic simulation experiments
• Antithetic Variates, Common Random Numbers and Optimal Computer Time Allocation in Simulation
• Bias and variance reduction in computer simulation studies
• Branching Technique for Markov Chain Simulation (Finite State Case)
• Conservation Equations and Variance Reduction in Queueing Simulations
• Control Variate Models for Estimating Transient Performance Measures in Repairable Item Systems
• Correlation-inducing variance reduction in regenerative simulation
• Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Monte Carlo transition dynamics and variance reduction
• On a variance reduction technique for micro--macro simulations of polymeric fluids
• Simulation output analysis for local area computer networks
• Statistical Results on Control Variables with Application to Queueing Network Simulation
• Time-dependent queueing network approximations as simulation external control variates
• Variance Reduction Techniques for Estimating Value-at-Risk
• Variance Reduction in Simulations of Loss Models
• Variance and bias reduction techniques for the harmonic gradient estimator
• Variance reduction for Monte Carlo solutions of the Boltzmann equation
• Variance reduction for simulated diffusions using control variates extracted from state space evaluations
• Variance reduction in queueing simulation using generalized concomitant variables
• Virtual Measures: A Variance Reduction Technique for Simulation

Cited in

(2)

• Applying variance reduction ideas in queuing simulations
• Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling

This page was built for publication: The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1036465)