Yayınlanmış 1 Ocak 2015
| Sürüm v1
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Açık
JACKKNIFED VARIANCE ESTIMATORS FOR SIMULATION OUTPUT ANALYSIS
Oluşturanlar
- 1. Georgia Inst Technol, H Milton Stewart Sch Ind & Syst Engn, Atlanta, GA 30332 USA
- 2. North Carolina State Univ, Edward P Fitts Dept Ind & Syst Engn, Raleigh, NC 27695 USA
- 3. Fenxi LLC, Belmont, CA 94002 USA
- 4. AT&T, Adv Analyt, Big Data, Atlanta, GA 30319 USA
Açıklama
We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch means, and standardized time series variance estimators. The new estimators have reduced bias and can be manipulated to reduce their variance and mean-squared error compared with their predecessors, facts which we demonstrate analytically and empirically.
Dosyalar
bib-ede484f8-0056-477a-8230-d21a96a7a83c.txt
Dosyalar
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