Abstract
Formulas are derived for the variance of sample means associated with finite state Markov processes. Results are presented to illustrate the use of the formulas for example processes. The formulas can be used to evaluate proposed statistical methods for estimating the variance of a sample mean obtained from simulation experiments.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 168-174 |
| Number of pages | 7 |
| Journal | Proceedings - Winter Simulation Conference |
| Volume | 1 |
| State | Published - Dec 5 1977 |
| Event | 9th Winter Simulation Conference, WSC 1977 - Gaitherburg, United States Duration: Dec 5 1977 → Dec 7 1977 |
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Computer Science Applications