Title :
Overlapping batch statistics
Author :
Schmeiser, Bruce W. ; Avramidis, Thanos N. ; Hashem, Sherif
Author_Institution :
Sch. of Ind. Eng., Purdue Univ., West Lafayette, IN, USA
Abstract :
The authors discuss the extension of batching algorithms from sample means to more general estimators. They provide assumptions sufficient for unbiasedness and convergence and provide computationally efficient algorithms for variances and quantiles. Although the definitions, discussion, and examples generalize to general batching estimators, the authors consider only the completely overlapping version
Keywords :
convergence; discrete event simulation; mathematics computing; statistics; computationally efficient algorithms; convergence; general estimators; overlapping batch statistics; quantiles; sample means; stochastic simulation; unbiasedness; variances; Computational modeling; Convergence; Error analysis; Estimation error; Industrial engineering; Lapping; Measurement standards; Sampling methods; Statistics; Stochastic processes;
Conference_Titel :
Simulation Conference, 1990. Proceedings., Winter
Conference_Location :
New Orleans, LA
Print_ISBN :
0-911801-72-3
DOI :
10.1109/WSC.1990.129549
