Estimating Sample Size in Computing Simulation Experiments

DOI10.1287/MNSC.18.1.21MaRDI QIDQ5649869zbMATHOpenAlexFDO

Authors 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)

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

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