Calculation of confidence intervals for simulation output

DOI10.1145/1029174.1029176zbMath1478.62068OpenAlexW1983701869MaRDI QIDQ4565346

Wayne Holland, Russell C. H. Cheng

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1029174.1029176

zbMATH Keywords

uncertainty analysisparameter variabilitytwo-point method\(\delta\)-methodsimulation variability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25)

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