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» Simulation output analysis via dynamic batch means
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WSC
2000
14 years 5 days 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
2000
14 years 5 days 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
2004
14 years 6 days ago
Simulation Output Analysis: A Tutorial Based on One Research Thread
In reviewing topics in simulation output analysis, we advocate univariate analysis, micro/macro replications based on fixed sample sizes, overlapping batches, batch sizes based on...
Bruce W. Schmeiser
WSC
1998
14 years 6 days ago
Advanced Methods for Simulation Output Analysis
This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditi...
Christos Alexopoulos, Andrew F. Seila
WSC
2007
14 years 1 months ago
Statistical analysis of simulation output: state of the art
This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The esti...
Christos Alexopoulos