Given a stationary simulation process with unknown mean µ , interest frequently lies in, and various methods exist for, developing estimates and confidence intervals for µ . Typ...
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....
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...
Estimating the variance of the sample mean from a stochastic process is essential in assessing the quality of using the sample mean to estimate the population mean which is the fu...