batch means method | Sciweavers

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WSC
1998

108views Modeling And Simulation» more WSC 1998»

Advanced Methods for Simulation Output Analysis

14 years 6 months ago

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

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42

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ESM
2000

116views Modeling And Simulation» more ESM 2000»

An analysis of the LRE-Algorithm using Sojourn times

14 years 6 months ago

Download www.informatik.uni-trier.de

The classical method of evaluation of simulations surely is the batch means method, see e.g. [Bratley et al. 1987], giving confidence intervals to express the precision of the sim...

Norbert Th. Müller

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48

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WSC
2007

131views Modeling And Simulation» more WSC 2007»

Statistical analysis of simulation output: state of the art

14 years 7 months ago

Download www.informs-sim.org

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

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