Title :
Power comparisons for the multivariate batch-means method
Author :
Charnes, John M.
Author_Institution :
Dept. of Manage. Sci., Miami Univ., Coral Gables, FL, USA
Abstract :
It is suggested that the multivariate batch-means (MBM) method of analyzing simulation output has the potential to be a widely-used tool by practitioners. The author presents a power comparison of selected statistics that can be used for choosing the batches, which is one of the key elements in the successful use of the MBM method. Explicit procedures are given for five batch-selection criteria, and some guidelines for the proper use of the MBM method are stated
Keywords :
digital simulation; statistical analysis; MBM method; five batch-selection criteria; multivariate batch-means method; simulation output; Autocorrelation; Covariance matrix; Guidelines; Monte Carlo methods; Statistical distributions; Statistics; Steady-state; Stochastic processes;
Conference_Titel :
Simulation Conference, 1990. Proceedings., Winter
Conference_Location :
New Orleans, LA
Print_ISBN :
0-911801-72-3
DOI :
10.1109/WSC.1990.129528
