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An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation by Robert G. Sargent

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1An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation

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  • Title: ➤  An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation
  • Author: ➤  
  • Language: English

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2DTIC ADA238744: An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation

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Investigated are the small sample behavior and convergence properties of confidence interval estimators (CIE's) for the mean of a stationary discrete process. We consider CIE's arising from nonoverlapping batch means, overlapping batch means, and standardized time series, all of which are commonly used in discrete-event simulation. For a specific CIE, the performance measures of interest include the coverage probability, and the expected value and variance of the half-length. We use both empirical and analytical methods to make detailed comparisons regarding the behavior of the CIE's for a variety of stochastic processes. All of the CIE's under study are asymptotically valid; however, they are usually invalid for small sample sizes. We find that for small samples, the bias of the variance parameter estimator figures significantly in CIE coverage performance-the less bias the better. A Secondary role is played by the Marginal distribution of the stationary process. Not all CIE's are equal - some require fewer observations before manifesting the properties for CIE validity.

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  • Title: ➤  DTIC ADA238744: An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation
  • Author: ➤  
  • Language: English

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3An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation

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  • Title: ➤  An Investigation Of Finite Sample Behavior Of Confidence Interval Estimation Procedures In Computer Simulation
  • Author: ➤  
  • Language: English

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The book is available for download in "texts" format, the size of the file-s is: 29.29 Mbs, the file-s for this book were downloaded 99 times, the file-s went public at Sun Oct 04 2015.

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1An investigation of finite sample behavior of confidence interval estimation procedures in computer simulation

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“An investigation of finite sample behavior of confidence interval estimation procedures in computer simulation” Metadata:

  • Title: ➤  An investigation of finite sample behavior of confidence interval estimation procedures in computer simulation
  • Author:
  • Language: English
  • Number of Pages: Median: 24
  • Publisher: ➤  Naval Postgraduate School - Available from National Technical Information Service
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  • Publish Location: ➤  Springfield, Va - Monterey, Calif

“An investigation of finite sample behavior of confidence interval estimation procedures in computer simulation” Subjects and Themes:

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  • First Year Published: 1991
  • Is Full Text Available: Yes
  • Is The Book Public: Yes
  • Access Status: Public

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