Statistical Analysis of Random Simulations : Bootstrap Tutorial

The bootstrap is a simple but versatile technique for the statistical analysis of random simulations.This tutorial explains the basics of that technique, and applies it to the well-known M/M/1 queuing simulation.In that numerical example, different responses are studied.For some responses, bootstrapping indeed gives better statistical results than parametric statistical techniques do.

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Year of publication:	2002
Authors:	Kleijnen, Jack P.C. ; Deflandre, D.
Institutions:	Tilburg University, Center for Economic Research
Subject:	bootstrap \| simulation

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Extent:	application/pdf
Series:	Discussion Paper.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CentER Discussion Paper Number 2002-58
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011091461