Multivariate estimation and variance reduction in terminating and steady-state simulation

Wei Ning Yang*, Barry L. Nelson

*Corresponding author for this work

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

3 Scopus citations

Abstract

The authors consider applying the nonoverlapping batch-means-output analysis method in conjunction with the control-variates variance-reduction technique to estimate a multivariate mean vector. The effect of the number of batches and the number of control variates on the multivariate point and region estimators and the univariate point and interval estimators is considered. The results have implications for terminating simulations as well.

Original languageEnglish (US)
Title of host publicationWinter Simul Conf Proc 1988
PublisherPubl by IEEE
Pages466-472
Number of pages7
ISBN (Print)0911801421, 9780911801422
DOIs
StatePublished - 1988
EventWinter Simulation Conference Proceedings - 1988 - San Diego, CA, USA
Duration: Dec 12 1988Dec 14 1988

Publication series

NameWinter Simulation Conference Proceedings
ISSN (Print)0275-0708

Other

OtherWinter Simulation Conference Proceedings - 1988
CitySan Diego, CA, USA
Period12/12/8812/14/88

ASJC Scopus subject areas

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

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