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...
Variance is a classical measure of a point estimator's sampling error. In steady-state simulation experiments, many estimators of this variance--or its square root, the stand...
Sampling is an important tool for estimating large, complex sums and integrals over highdimensional spaces. For instance, importance sampling has been used as an alternative to ex...
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997). Theses procedures dynamically increase the batch size...
Christos Alexopoulos, George S. Fishman, Andrew F....
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...