Simulation output analysis using integrated paths II: Low bias estimators

Document Type

Article

Publication Date

6-1-2009

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. © 2009 ACM.

Identifier

69149086742 (Scopus)

Publication Title

ACM Transactions on Modeling and Computer Simulation

External Full Text Location

https://doi.org/10.1145/1540530.1540532

e-ISSN

15581195

ISSN

10493301

Issue

3

Volume

19

This document is currently not available here.

Share

COinS