|
| << previous | next >> |
Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
Details for article 10 of 17 found articles
| Title: |
Improved point and confidence interval estimators of mean response in simulation when control variates are used |
| Author: |
Tan, Ming Gleser, Leon J. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 22 (1993) nr. 4 pages 1211-1220 |
| Year: |
1993 |
| Contents: |
In discrete event simulation, the method of control variates is often used to reduce the variance of estimation for the mean of the output response. In the present paper, it is shown that when three or more control variates are used, the usual linear regression estimator of the mean response is one of a large class of unbiased estimators, many of which have smaller variance than the usual estimator. In simulation studies using control variates, a confidence interval for the mean response is typically reported as well. Intervals with shorter width have been proposed using control variates in the literature. The present paper however develops confidence intervals which not only have shorter width but also have higher coverage probability than the usual confidence interval |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 10 of 17 found articles
| << previous | next >> |