DocumentCode
2615369
Title
Confidence interval estimation using linear combinations of overlapping variance estimators
Author
Aktaran-Kalayc, Tûba ; Goldsman, David ; Wilson, James R.
Author_Institution
Univ. at Buffalo, Buffalo
fYear
2007
fDate
9-12 Dec. 2007
Firstpage
448
Lastpage
454
Abstract
We develop new confidence-interval estimators for the mean and variance parameter of a steady-state simulation output process. These confidence intervals are based on optimal linear combinations of overlapping estimators for the variance parameter. We present analytical and simulation-based results exemplifying the potential of this technique for improvements in accuracy for confidence intervals.
Keywords
estimation theory; parameter estimation; simulation; confidence interval estimation; optimal linear combination; overlap variance parameter estimation; steady-state simulation output process; Analytical models; Industrial engineering; Modeling; Monte Carlo methods; Sociotechnical systems; State estimation; Statistical analysis; Steady-state; Stochastic processes; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2007 Winter
Conference_Location
Washington, DC
Print_ISBN
978-1-4244-1306-5
Electronic_ISBN
978-1-4244-1306-5
Type
conf
DOI
10.1109/WSC.2007.4419634
Filename
4419634
Link To Document