haku: @author Bischak, D. / yhteensä: 1
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| Tekijä: | Bischak, D. Kelton, W. Pollock, S. |
| Otsikko: | Weighted batch means for confidence intervals in steady-state simulations |
| Lehti: | Management Science
1993 : AUG, VOL. 39:8, p. 1002-1019 |
| Asiasana: | SIMULATION BIAS MANAGEMENT SCIENCE |
| Kieli: | eng |
| Tiivistelmä: | The authors propose a new procedure for providing confidence-interval estimators of the mean of a covariance-stationary process. The procedure, a modification of the method of bach means, is an improvement over existing methods when the process displays strong correlation and a comparatively small number of observations is available. The authors assign weights to the observations within a bach. The weighs are determined by the order of the time-series model fit to the process and by its estimated parameters. |
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