Confidence interval estimation using linear combinations of overlapping variance estimators

被引：0
|
作者：
Aktaran-Kalayci, Tuba [1 ]
Goldsman, David [2 ]
Wilson, James R. [3 ]
机构：
[1] SUNY Buffalo, Dept Ind Engn & Syst Engn, Buffalo, NY 14260 USA
[2] Georgia Inst Technol, H Milton Stewart Sch Ind & Syst Engn, Atlanta, GA 30332 USA
[3] North Carolina State Univ, Dept Ind & Syst Engn, Raleigh, NC 27695 USA
来源：
PROCEEDINGS OF THE 2007 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2007年
关键词：
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal linear combinations of overlapping estimators for the variance parameter. We present analytical and simulation-based results exemplifying the potential of this technique for improvements in accuracy for confidence intervals.
引用
收藏
页码：427 / +
页数：3
相关论文
共 50 条
12345