Title :
Fitting parametric models by conditional simulation
Author :
Cheng, Russell C H
Author_Institution :
Sch. of Math., Univ. of Wales Coll. of Cardiff, UK
Abstract :
The Rao-Blackwell theorem is applied to show that the method of control variates can be effected either in the standard way or by means of an equivalent conditional sampling procedure where the control variates are, in essence, stratified. This alternative method, called conditional simulation, is particularly convenient if a parametric model is to be fitted to the simulation response. An application which estimates the saturation point of a single server queue is described
Keywords :
parameter estimation; queueing theory; simulation; Rao-Blackwell theorem; conditional sampling procedure; conditional simulation; parameter estimation; saturation point; single server queue; stratified control variates; Educational institutions; Equations; Linear regression; Mathematics; Parametric statistics; Sampling methods; Traffic control; Yield estimation;
Conference_Titel :
Simulation Conference, 1990. Proceedings., Winter
Conference_Location :
New Orleans, LA
Print_ISBN :
0-911801-72-3
DOI :
10.1109/WSC.1990.129536
