التفاصيل البيبلوغرافية
| العنوان: |
Ranking and Selection Techniques with Overlapping Variance Estimators for Simulations. |
| المؤلفون: |
Healey, Christopher M., Goldsman, David, Kim, Seong-Hee |
| المصدر: |
Sequential Analysis; Oct-Dec2009, Vol. 28 Issue 4, p459-474, 16p, 11 Charts |
| مصطلحات موضوعية: |
SIMULATION methods & models, RANKING (Statistics), ORDER statistics, ESTIMATION theory, PROBABILITY theory |
| مستخلص: |
Some ranking and selection (R&S) procedures for steady-state simulation require estimates of the asymptotic variance parameter of each system to guarantee a certain probability of correct selection. In this paper, we show that the performance of such R&S procedures depends highly on the quality of the variance estimates that are used. In fact, we study the performance of R&S procedures using three new variance estimators—overlapping area, overlapping Cramer-von Mises, and overlapping modified jackknifed Durbin-Watson estimators—that show better long-run performance than other estimators previously used in conjunction with R&S procedures for steady-state simulations. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
Complementary Index |
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