Bias and variance reduction in computer simulation studies

DOI10.1016/S0377-2217(99)00178-2MaRDI QIDQ1578005zbMATH OpenOpenAlexFDO

Authors T. J. Gallwey, John W. Crawford

Publication date 19 September 2000

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(99)00178-2

zbMATH Keywords

variance reductionbias reductioncomplex systemssteady-statediscrete event simulation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Queues and service in operations research (90B22)

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Cites work

• scientific article; zbMATH DE number 3119649 (Why is no real title available?)
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 3538713 (Why is no real title available?)
• scientific article; zbMATH DE number 3196612 (Why is no real title available?)
• An Analytical Evaluation of Alternative Strategies in Steady-State Simulation
• Antithetic variate methods for simulations of processes with peaks and troughs
• Bias Considerations in Simulation Experiments
• Confidence intervals in discrete event simulation: A comparison of replication and batch means
• Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks
• Optimal Tests for Initialization Bias in Simulation Output
• Optimal antithetic sampling plans
• Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments
• Statistical Analysis for Queueing Simulations
• The Efficiency of Statistical Simulation Procedures
• Toward guidelines for designing experiments in queuing simulation

Cited in

(6)

• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
• scientific article; zbMATH DE number 279303 (Why is no real title available?)
• Antithetic Bias Reduction for Discrete-Event Simulations
• Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy
• An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries
• A perspective on variance reduction in dynamic simulation experiments

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