batch means procedures

38

WSC
1997

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Computational Experience with the Batch Means Method

14 years 1 months ago

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....

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44

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WSC
2000

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Experimental performance evaluation of batch means procedures for simulation output analysis

14 years 1 months ago

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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

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52

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WSC
2004

121views Modeling And Simulation» more WSC 2004»

Steady-State Simulation Analysis Using Asap3

14 years 1 months ago

Download www.informs-sim.org

We discuss ASAP3, a refinement of the batch means algorithms ASAP and ASAP2. ASAP3 is a sequential procedure designed to produce a confidence-interval estimator for the expected r...

Natalie M. Steiger, Emily K. Lada, James R. Wilson...

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