Journal ArticleDOI
Tests for transient means in simulated time series
Reads0
Chats0
TLDR
In this article, a family of tests to detect the presence of a transient mean in a simulation process is presented, which can be viewed as natural generalizations of some previously published work.Abstract:
We present a family of tests to detect the presence of a transient mean in a simulation process. These tests compare variance estimators from different parts of a simulation run, and are based on the methods of batch means and standardized time series. Our tests can be viewed as natural generalizations of some previously published work. We also include a power analysis of the new tests, as well as some illustrative examples. © 1994 John Wiley & Sons, Inc.read more
Citations
More filters
Journal ArticleDOI
Convergence of Probability Measures
TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
BookDOI
Handbook of Simulation
Eric R. Ziegel,Jerry Banks +1 more
TL;DR: The Abstract Object class defines and characterizes all the essential properties every class in this design has in this 404 OBJECT-ORIENTED SIMULATION.
Journal ArticleDOI
On credibility of simulation studies of telecommunication networks
TL;DR: This article discusses two important necessary conditions of a credible simulation study: use of appropriate pseudo-random generators of independent uniformly distributed numbers, and appropriate analysis of simulation output data.
Proceedings of the 2000 winter simulation conference
TL;DR: This paper reviews statistical methods for analyzing output data from computer simulations to find the best system among a set of competing alternatives on the estimation of steady-state system parameters.
Journal ArticleDOI
To batch or not to batch
TL;DR: It is concluded---like other classic references---that in the context of estimation of the steady-state mean, batching is typically the wiser approach.
References
More filters
Book
Convergence of Probability Measures
TL;DR: Weak Convergence in Metric Spaces as discussed by the authors is one of the most common modes of convergence in metric spaces, and it can be seen as a form of weak convergence in metric space.
Journal ArticleDOI
Convergence of Probability Measures
TL;DR: Convergence of Probability Measures as mentioned in this paper is a well-known convergence of probability measures. But it does not consider the relationship between probability measures and the probability distribution of probabilities.
Journal ArticleDOI
A spectral method for confidence interval generation and run length control in simulations
TL;DR: A method for placing confidence limits on the steady state mean of an output sequence generated by a discrete event simulation is discussed and a run length control procedure is developed that uses the relative width of the generated confidence interval as a stopping criterion.