Some properties of simulation interval estimators under dependence induction
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Publication:1095629
DOI10.1016/0167-6377(87)90015-0zbMath0632.65148OpenAlexW4235061496MaRDI QIDQ1095629
Publication date: 1987
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(87)90015-0
Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)
Related Items (2)
Anthithetic-variate splitting for steady-state simulations ⋮ Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments
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- Generation of multivariate normal samples with given sample mean and covariance matrix
- A perspective on variance reduction in dynamic simulation experiments
- Comparing stochastic systems using regenerative simulation with common random numbers
- Batch Size Effects in the Analysis of Simulation Output
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