FAST AUTOMATED ESTIMATION OF VARIANCE IN SEQUENTIAL DISCRETE EVENT STOCHASTIC SIMULATION

被引：0
|
作者：
McNickle, Don [1 ]
Pawlikowski, Krzysztof [2 ]
Shaw, Nelson [2 ]
机构：
[1] Univ Canterbury, Dept Management, Private Bag 4800, Christchurch, New Zealand
[2] Univ Canterbury, Comp Sci & Software Engn, Christchurch, New Zealand
来源：
PROCEEDINGS - 25TH EUROPEAN CONFERENCE ON MODELLING AND SIMULATION, ECMS 2011 | 2011年
关键词：
On-line variance estimation; Quantitative discrete event simulation; Sequential simulation;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
On-line analysis of output data from discrete event stochastic simulation focuses almost entirely on estimation of means. Most "variance estimation" research in simulation refers to the estimation of the variance of the mean, to construct confidence intervals for mean values. There has been little research on the estimation of variance in simulation. We investigate three methods for point and interval estimates of variance and discuss an implementation of the best technique in an extended version of Akaroa2, a quantitative stochastic simulation controller.
引用
收藏
页码：553 / 559
页数：7
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