Statistical aspects of simulation: an updated survey*
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Publication:4743690
DOI10.1111/j.1467-9574.1982.tb00788.xzbMath0506.65051MaRDI QIDQ4743690
Publication date: 1982
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://pure.uvt.nl/ws/files/1136610/KJPC5611691.pdf
confidence intervals; sample size; variance reduction; regression; stochastic simulation; simulation experiments; transient and steady state
65C05: Monte Carlo methods
62K15: Factorial statistical designs
62J10: Analysis of variance and covariance (ANOVA)
65C99: Probabilistic methods, stochastic differential equations
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Cites Work
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- An introduction to the regenerative method for simulation analysis
- Generalization of simulation results. Practicality of statistical methods
- Importance sampling in systems simulation: A practical failure?
- Small-sample behavior of weighted least squares in experimental design applications
- Simulating Stable Stochastic Systems, VI: Quantile Estimation