Thirty years of "batch size effects"

Barry L Nelson*

*Corresponding author for this work

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

3 Scopus citations

Abstract

The method of non-overlapping batch means is the standard for constructing a confidence interval for the mean of a steady-state simulation output. In "Batch Size Effects in the Analysis of Simulation Output," published in Operations Research in 1982, Schmeiser recast the problem of selecting a batch size by examining the marginal benefit of attaining the largest number of batches (smallest batch size) that still yields a valid confidence interval. His formulation of the problem, and the conclusions he reached, influenced nearly all later work on batching and batching algorithms for confidence-interval estimation.

Original languageEnglish (US)
Title of host publicationProceedings of the 2011 Winter Simulation Conference, WSC 2011
Pages393-400
Number of pages8
DOIs
StatePublished - Dec 1 2011
Event2011 Winter Simulation Conference, WSC 2011 - Phoenix, AZ, United States
Duration: Dec 11 2011Dec 14 2011

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736

Other

Other2011 Winter Simulation Conference, WSC 2011
CountryUnited States
CityPhoenix, AZ
Period12/11/1112/14/11

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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    Nelson, B. L. (2011). Thirty years of "batch size effects". In Proceedings of the 2011 Winter Simulation Conference, WSC 2011 (pp. 393-400). [6147766] (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2011.6147766