Bias Considerations in Simulation Experiments

DOI10.1287/OPRE.20.4.785MaRDI QIDQ5653468zbMATH OpenOpenAlexFDO

Authors George S. Fishman

Publication date 1972

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.20.4.785

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(11)

• Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations
• Anthithetic-variate splitting for steady-state simulations
• Tutorial
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• Bias and variance reduction in computer simulation studies
• Analysis of the behavior of the transient period in non-terminating simulations
• Toward guidelines for designing experiments in queuing simulation
• Choosing sample path length and number of sample paths when starting in steady state
• Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
• On coverage probability, independence and normality in batch means algorithms
• Replication splitting and variance for simulating discrete-parameter stochastic processes

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