NDLI: Simulation output analysis using integrated paths II: Low bias estimators

Content Provider	ACM Digital Library
Author	Calvin, James M.
Copyright Year	2009
Abstract	This article is a sequel to a previous article that introduced a class of variance estimators for steady-state simulation output analysis. The estimators were constructed by applying a quadratic function to a vector obtained from iterated integrations of the simulation output. The previous article concentrated on deriving the limiting distributions of the estimators and on their computational efficiency for a particular choice of quadratic function. The present article considers estimators constructed from different quadratic functions, chosen mainly to reduce bias compared to the estimators of the previous article. Overlapping and nonoverlapping batch means versions of the estimators are discussed.
Starting Page	1
Ending Page	28
Page Count	28
File Format	PDF
ISSN	10493301
e-ISSN	15581195
DOI	10.1145/1540530.1540532
Volume Number	19
Issue Number	3
Journal	ACM Transactions on Modeling and Computer Simulation (TOMACS)
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2009-08-11
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Variance reduction Efficiency improvement
Content Type	Text
Resource Type	Article
Subject	Computer Science Applications Modeling and Simulation

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Simulation output analysis using integrated paths II: Low bias estimators