Controlling the precision of estimated means in interactive simulation

DOI10.1007/BF02136840MaRDI QIDQ1892487zbMATH OpenOpenAlexFDO

Authors Kimmo E. E. Raatikainen

Publication date 15 June 1995

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02136840

zbMATH Keywords

simultaneous inferenceprecision of estimatesBonferroni inequalitygraphical user interfaceconfidence estimationinteractive simulationqueueing network simulationrun-length control

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Parametric inference (62F99) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 4024487 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• A sequential procedure for simultaneous estimation of several means
• An Extension of a Theorem of Chow and Robbins on Sequential Confidence Intervals for the Mean
• Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
• Feature Article—Statistical Analysis of Simulation Output Data
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Sequential Stopping Rules for the Regenerative Method of Simulation

Cited in

(1)

• On Assessing the Precision of Simulation Estimates of Percentile Points

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