Some properties of simulation interval estimators under dependence induction

Barry L. Nelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

Some basic, but surprising properties of confidence intervals formed under antithetic-variates and common-random-numbers variance reduction techniques are derived. It is shown that improved point estimator performance, the primary goal of variance reduction techniques, does not necessarily imply improved interval estimator performance.

Original languageEnglish (US)
Pages (from-to)169-176
Number of pages8
JournalOperations Research Letters
Volume6
Issue number4
DOIs
StatePublished - Jan 1 1987

Keywords

  • simulation
  • statistical analysis
  • variance reduction

ASJC Scopus subject areas

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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