Estimating steady-state distributions via simulation-generated histograms

DOI10.1016/j.cor.2006.05.015zbMath1143.60300OpenAlexW2005547096MaRDI QIDQ941527

W. David Kelton, E.~Jack Chen

Publication date: 1 September 2008

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2006.05.015

zbMATH Keywords

simulationquantile estimationoutput analysishistogram construction

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Probability distributions: general theory (60E05) Stochastic processes (60G99)

Related Items (8)

Stochastic dominance based comparison for system selection ⋮ Quantile regression metamodeling: toward improved responsiveness in the high-tech electronics manufacturing industry ⋮ Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations ⋮ Selection and order statistics from correlated normal random variables ⋮ A new approach to estimate the critical constant of selection procedures ⋮ An enhanced lognormal selection procedure ⋮ A quantile-based approach to system selection ⋮ Selecting the Best Alternative Based on Its Quantile

Cites Work

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• Low-storage quantile estimation
• Quantile and tolerance-interval estimation in simulation
• Quantile Estimation in Dependent Sequences
• A Batching Approach to Quantile Estimation in Regenerative Simulations
• Simulating Stable Stochastic Systems, VI: Quantile Estimation

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