A REPLICATION APPROACH TO INTERVAL ESTIMATION IN SIMULATION

Date

1991-12-11

Author

Köksalan, Mustafa Murat
BASOZ, N

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The authors modify an earlier approach developed for reducing the bias of the estimator for the mean response in simulation caused by the initial conditions. They try to balance the bias of the estimator in a simulation run by imposing a bias in the opposite direction in a companion run by suitably setting its initial conditions. They present analytical results for the bias of the estimator for AR(1) and M/M/s processes. They suggest making independent replications of the pairs of runs to construct a confidence interval for the mean response. They present some empirical results on the coverages and precisions of the confidence intervals. The results suggest that the idea of balancing a bias with a bias in the opposite direction is promising.

Subject Keywords

Steady-state, Industrial engineering, State estimation, Nails, Engineering management, Statistical analysis, Random variables, Analytical models, Statistics, Testing

URI

https://hdl.handle.net/11511/57722

DOI

https://doi.org/10.1109/wsc.1991.185719

Collections

Department of Industrial Engineering, Conference / Seminar

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Citation Formats

M. M. Köksalan and N. BASOZ, “A REPLICATION APPROACH TO INTERVAL ESTIMATION IN SIMULATION,” 1991, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/57722.