Research Planning Grant: Inference Techniques for Estimatingthe Variance of Means of Simulation Output Data

研究计划资助：估计模拟输出数据均值方差的推理技术

• 批准号: 9214481
• 负责人: Golgen Bengu
• 金额: $ 1.8万
• 依托单位: New Jersey Institute of Technology
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1992
• 资助国家: 美国
• 起止时间: 1992-08-15 至 1994-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9214481&HistoricalAwards=false
• 关键词: Research; Planning; Grant; Inference; Techniques

The objective of this Research Planning Grant is to obtain precise, steady-state estimates of the variance of the sample mean from simulation output data. A new inference technique is proposed for estimating the variance by augmenting existing estimators and their performance. The research effort includes theoretical development of the techniques and empirical studies in comparison with other estimators to benchmark performance. The long-term goal of the required follow-up study is the design of an automatic run length control system for steady state simulation studies. This research is anticipated to make theoretical and practical contributions to the knowledge base of computer simulation experiment analysis.

本研究计划补助金的目的是获得 样本方差的精确稳态估计 模拟输出数据的平均值。 一种新的推理技术是 建议通过增加现有的 估计器及其性能。 研究工作包括 技术和实证研究的理论发展 与其他估计器比较，以基准性能。 所需随访研究的长期目标是 稳态运行自动控制系统的设计 仿真研究 这项研究预计将使 理论和实践贡献的知识基础， 计算机模拟实验分析