Regression-adjusted estimates for regenerative simulations, with graphics

Regression-adjusted estimates for regenerative simulations, with graphics
复制标题

再生模拟的回归调整估计,带有图形

DOI:
10.1145/358598.358641
复制
发表时间:
1981
期刊:
Commun. ACM
影响因子:
--
通讯作者:
P. Lewis
P. Lewis
中科院分区:
--
文献类型:
--
作者:
P. Heidelberger;P. Lewis

文献摘要

被引文献

相似文献

Abstract : The independent block structure of regenerative processes and the known convergence rates of the means of ratio estimators are exploited to produce bias-free regression-adjusted estimates (rare's) for regenerative simulations. Direct assessments of the variances of the estimates are obtained, as well as indications--both formal and graphical--of their normality or non-normality. (Author)