Confidence Intervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures

DOI10.1287/opre.32.6.1221zbMath0557.62077OpenAlexW2100004881MaRDI QIDQ3221235

W. David Kelton, Averill M. Law

Publication date: 1984

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.32.6.1221

zbMATH Keywords

surveycyclesconfidence intervalreplicationregenerationbatch meansspectrum analysisautoregressive representationsteady-state simulationssteady-state meanfixed sample size procedurespoint estimator biasvariance estimator bias

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

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