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...