Some properties of simulation interval estimators under dependence induction

DOI10.1016/0167-6377(87)90015-0MaRDI QIDQ1095629zbMATH OpenOpenAlexFDO

Authors Barry L. Nelson

Publication date 1987

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(87)90015-0

zbMATH Keywords

simulationvariance reductionpoint estimatorsinterval estimators

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25)

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Cites work

• scientific article; zbMATH DE number 3815002 (Why is no real title available?)
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• scientific article; zbMATH DE number 3046453 (Why is no real title available?)
• A perspective on variance reduction in dynamic simulation experiments
• Anthithetic-variate splitting for steady-state simulations
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Batch Size Effects in the Analysis of Simulation Output
• Comparing stochastic systems using regenerative simulation with common random numbers
• Confidence Interval Estimation Using Standardized Time Series
• Generation of multivariate normal samples with given sample mean and covariance matrix
• Graphical Methods for Evaluating and Comparing Confidence-Interval Procedures
• Regenerative structure of Markov chains simulated via common random numbers
• Replication splitting and variance for simulating discrete-parameter stochastic processes
• Variance Reduction Techniques for Digital Simulation

Cited in

(2)

• Anthithetic-variate splitting for steady-state simulations
• Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments

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