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...

Consistent estimation of the variance parameter of a stochastic process allows construction, under certain conditions, of a confidence interval for the mean of the process. If the variance estimator is strongly consistent, fixed-width confidence interval construction is valid for large samples....