ASAP3: A batch means procedure for steady-state simulation analysis

ACM Transactions on Modeling and Computer Simulation

Volumn 15, Issue 1, 2005, Pages 39-73

  Steiger, Natale M ^a   Lada, Emily K ^b,e   Wilson, James R ^c,f   Joines, Jeffrey A ^c   Alexopoulos, Christos ^d,g   Goldsman, David ^d,g  

^a UNIVERSITY OF MAINE   (United States)

^b Statistical and Applied Mathematical Sciences Institute   (United States)

^c NORTH CAROLINA STATE UNIVERSITY   (United States)

^d GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^e Statistical and Applied Mathematical Sciences Institute USA   (United States)

^f North Carolina State University   (United States)

^g Georgia Institute of Technology   (United States)

Author keywords

Batch means; Confidence interval estimation; Inverse Cornish Fisher expansion; Sequential analysis; Simulation start up problem; Steady state simulation

Indexed keywords

BATCH MEANS; CONFIDENCE INTERVAL ESTIMATION; INVERSE CORNISH-FISHER EXPANSION; SEQUENTIAL ANALYSIS; SIMULATION AND START-UP PROBLEM; STEADY-STATE SIMULATION;

ALGORITHMS; APPROXIMATION THEORY; CORRELATION METHODS; ESTIMATION; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; PROBLEM SOLVING;

COMPUTER SIMULATION;

EID: 17644380620     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/1044322.1044325     Document Type: Article

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