Confidence intervals in discrete event simulation: A comparison of replication and batch means

DOI10.1002/nav.3800240414zbMath0415.62065OpenAlexW2764757295MaRDI QIDQ3051272

Averill M. Law

Publication date: 1977

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800240414

zbMATH Keywords

comparisonconfidence intervalsMonte Carlo methodsreplicationbatch meansdiscrete event simulationsteady-state mean

Mathematics Subject Classification ID

Related Items (9)

Starting and stopping rules for simulations using a priori information ⋮ Spaced batch means ⋮ Filtering heuristics for rescheduling open orders in MRP systems ⋮ Performance evaluation of output analysis methods in steady-state simulations ⋮ On the economic sustainability of supplying bandwidth policies in multi-layer wireless cognitive networks ⋮ A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting ⋮ A simulation and optimisation package for emergency medical services ⋮ Bias and variance reduction in computer simulation studies ⋮ Arma-Based Confidence Intervals for Simulation Output Analysis

Cites Work

• Simulating Stable Stochastic Systems, I: General Multiserver Queues
• Simulating Stable Stochastic Systems, II: Markov Chains
• Fourier Analysis of Uniform Random Number Generators
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