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WSC
2000
13 years 9 months ago
Experimental performance evaluation of batch means procedures for simulation output analysis
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
Natalie M. Steiger, James R. Wilson
WSC
2000
13 years 9 months ago
Simulation output analysis via dynamic batch means
This paper is focused on estimating the quality of the sample mean from a steady-state simulation experiment with consideration of computational efficiency, memory requirement, an...
Yingchieh Yeh, Bruce W. Schmeiser
WSC
1997
13 years 9 months ago
Computational Efficiency Evaluation in Output Analysis
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
Halim Damerdji, Shane G. Henderson, Peter W. Glynn