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  • Search: subject:"Method of Batch Means"
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Method of Batch Means 1 Simulation 1 Statistical Analysis 1 Steady-State Output Analysis 1
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Steiger, Natalie M. 1 Wilson, James R. 1
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Management Science 1
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An Improved Batch Means Procedure for Simulation Output Analysis
Steiger, Natalie M.; Wilson, James R. - In: Management Science 48 (2002) 12, pp. 1569-1586
We formulate and evaluate the Automated Simulation Analysis Procedure (ASAP), an algorithm for steady-state simulation output analysis based on the method of nonover-lapping batch means (NOBM). ASAP delivers a confidence interval for an expected response that is centered on the sample mean of a...
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