Optimization of statistical sample sizes in simulation

DOI10.1016/S0378-3758(99)00072-5MaRDI QIDQ1973285zbMATH OpenOpenAlexFDO

Authors Yuri Merkuryev, A. Andronov

Publication date 15 May 2001

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(99)00072-5

zbMATH Keywords

bootstrapsimulationvariance reductionsample sizesystem reliabilityoptimization methods

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Applications of statistics (62P99)

Recommendations

• scientific article; zbMATH DE number 1944332
• Design of Experiments in Simulation
• On the estimation of optimal batch sizes in the analysis of simulation output
• scientific article; zbMATH DE number 3928175
• Sensitivity of computer simulation experiments to errors in input data

Cited in

(7)

• Monte Carlo simulation models evolving in replicated runs: a methodology to choose the optimal experimental sample size
• Optimization of large simulations using statistical software
• scientific article; zbMATH DE number 1944332 (Why is no real title available?)
• On nonparametric estimation of the mathematical expectation of a function of random variables with identical distributions
• On nonparametric estimation of expectation of random variables function under dependent observations
• Resampling estimators of the renewal function
• Resampling-based nonparametric statistical inferences about the distributions of order statistics

Describes a project that uses

Uses Software

• bootstrap

This page was built for publication: Optimization of statistical sample sizes in simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1973285)