History of improving statistical efficiency

Authors

Russell Barton, Penn State Smeal College of Business
Marvin K. Nakayama, Department of Computer Science
Lee Schruben, UC Berkeley’s Industrial Engineering and Operations Research Department

Document Type

Conference Proceeding

Publication Date

6-28-2017

Abstract

Statistical efficiency has been a focus of research since the inception of discrete-event simulation modeling and analysis, with origins perhaps twenty years before the first Winter Simulation Conference. We review important work in the design of simulation experiments, variance reduction through dependence structures, and efficient rare-event simulation. The focus is on the early developments, although some recent innovations also receive mention.

Identifier

85044520246 (Scopus)

ISBN

[9781538634288]

Publication Title

Proceedings Winter Simulation Conference

External Full Text Location

https://doi.org/10.1109/WSC.2017.8247788

ISSN

08917736

First Page

158

Last Page

180

Recommended Citation

Barton, Russell; Nakayama, Marvin K.; and Schruben, Lee, "History of improving statistical efficiency" (2017). Faculty Publications. 9514.
https://digitalcommons.njit.edu/fac_pubs/9514