Jackknifed variance estimators for simulation output analysis | IEEE Conference Publication | IEEE Xplore

Jackknifed variance estimators for simulation output analysis


Abstract:

We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch m...Show More

Abstract:

We develop new point estimators for the variance parameter of a steady-state simulation process. The estimators are based on jackknifed versions of nonoverlapping batch means, overlapping batch means, and standardized time series variance estimators. The new estimators have reduced bias-and can be manipulated to reduce their variance and mean-squared error-compared with their predecessors, facts which we demonstrate analytically and empirically.
Date of Conference: 06-09 December 2015
Date Added to IEEE Xplore: 18 February 2016
ISBN Information:
Electronic ISSN: 1558-4305
Conference Location: Huntington Beach, CA, USA

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