Estimating Sample Size in Computing Simulation Experiments

DOI10.1287/MNSC.18.1.21zbMATH Open0239.62056OpenAlexW2157512073MaRDI QIDQ5649869FDOQ5649869

George S. Fishman

Publication date: 1971

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.18.1.21

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability, availability, maintenance, inspection in operations research (90B25)

Cited In (13)

• Tutorial
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• Fourier trajectory analysis for system discrimination
• Die Auswertung von autokorrelierten Simulationsergebnissen
• Correlated simulation experiments
• Toward guidelines for designing experiments in queuing simulation
• Arma-Based Confidence Intervals for Simulation Output Analysis
• On the estimation of optimal batch sizes in the analysis of simulation output
• Variance estimation and sequential stopping in steady-state simulations using linear regression
• A statistical process control approach to selecting a warm-up period for a discrete-event simulation
• Starting and stopping rules for simulations using a priori information
• Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
• The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis

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