Name
Title | ||
|---|---|---|
Confidence interval estimation using linear combinations of overlapping variance estimators |
Abstract | ||
|---|---|---|
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal linear combinations of overlapping estimators for the variance parameter. We present analytical and simulation-based results exemplifying the potential of this technique for improvements in accuracy for confidence intervals. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1109/WSC.2007.4419634 | Winter Simulation Conference |
Keywords | Field | DocType |
steady-state simulation output process,overlapping estimator,optimal linear combination,simulation-based result,variance parameter,confidence interval,new confidence-interval estimator,overlapping variance estimator,confidence interval estimation,estimation theory,steady state,simulation,parameter estimation | Point estimation,Linear combination,Interval estimation,Estimation theory,Confidence interval,Statistics,Credible interval,Mathematics,Estimator | Conference |
ISBN | Citations | PageRank |
1-4244-1306-0 | 0 | 0.34 |
References | Authors | |
6 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Tûba Aktaran-Kalayci | 1 | 13 | 1.63 |
| David Goldsman | 2 | 904 | 159.71 |
| James R. Wilson | 3 | 840 | 143.42 |