DocumentCode
2940576
Title
Fitting parametric models by conditional simulation
Author
Cheng, Russell C H
Author_Institution
Sch. of Math., Univ. of Wales Coll. of Cardiff, UK
fYear
1990
fDate
9-12 Dec 1990
Firstpage
333
Lastpage
336
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 1990. Proceedings., Winter
Conference_Location
New Orleans, LA
Print_ISBN
0-911801-72-3
Type
conf
DOI
10.1109/WSC.1990.129536
Filename
129536
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