CONTROL VARIATES FOR QUANTILE ESTIMATION.

Jason C. Hsu*, Barry L. Nelson

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Some quantile estimators that use a control variate are introduced. The properties of these estimators do not depend on the usual assumption of joint normality between the random variable of interest and the control. Empirical results are presented for an M/M/1 queue.

Original languageEnglish (US)
Title of host publicationWinter Simulation Conference Proceedings
PublisherACM
Pages434-444
Number of pages11
ISBN (Print)0911801324, 9780911801323
DOIs
StatePublished - 1987

Publication series

NameWinter Simulation Conference Proceedings
ISSN (Print)0275-0708

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Safety, Risk, Reliability and Quality
  • Chemical Health and Safety
  • Applied Mathematics

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