A Batching Approach to Quantile Estimation in Regenerative Simulations

DOI10.1287/mnsc.28.5.573zbMath0484.65088OpenAlexW2097232315MaRDI QIDQ3943970

Andrew F. Seila

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.5.573

zbMATH Keywords

confidence intervalsquantile estimationdiscrete event simulationregenerative stochastic processesregenerative simulations

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Probabilistic methods, stochastic differential equations (65C99)

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