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

DOI10.1002/nav.3800240414zbMath0415.62065MaRDI 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

comparison; confidence intervals; Monte Carlo methods; replication; batch means; discrete event simulation; steady-state mean

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62M09: Non-Markovian processes: estimation

65C05: Monte Carlo methods

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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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