Title of article
Replicative use of an external analytical model in simulation variance reduction
Author/Authors
H.، Irish, Thomas نويسنده , , C.، Dietz, Dennis نويسنده , , W.، Bauer Jr., Kenneth نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-878
From page
879
To page
0
Abstract
Explores the variance reduction achieved by employing an external analytical model to consolidate multiple input random variables. Popularity of the control variate method as a variance reduction technique for discrete event simulation; Development of a general Monte Carlo sampling method for resolving the bias problem; Significance of the Analytical Control Variate for variance reduction.
Keywords
Method of ridge identification , Analysis of fitting ridge models with linear and nonlinear regression , classification and confirmation , Use of the linear regression models , Canonical form and rising ridges
Journal title
IIE TRANSACTIONS
Serial Year
2003
Journal title
IIE TRANSACTIONS
Record number
7899
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