Optimization of statistical sample sizes in simulation

DOI10.1016/S0378-3758(99)00072-5zbMATH Open0964.62034OpenAlexW1965908882MaRDI QIDQ1973285FDOQ1973285

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

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

zbMATH Keywords

bootstrapsimulationvariance reductionsample sizesystem reliabilityoptimization methods

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)

Cited In (7)

• Title not available (Why is that?)
• On nonparametric estimation of expectation of random variables function under dependent observations
• Optimization of large simulations using statistical software
• Resampling estimators of the renewal function
• Resampling-based nonparametric statistical inferences about the distributions of order statistics
• Monte Carlo simulation models evolving in replicated runs: a methodology to choose the optimal experimental sample size
• On nonparametric estimation of the mathematical expectation of a function of random variables with identical distributions

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)