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American Journal of Mathematical and Management Sciences Volume 4, 1984 - Issue 3-4: Modern Statistical Methods in Digital Simulation
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Original Articles

Arma-Based Confidence Intervals for Simulation Output Analysis

Thomas J. SchriberGraduate School of Business Administration The University of MichiganAnn Arbor, Michigan48109
&
Richard w. AndrewsGraduate School of Business Administration The University of MichiganAnn Arbor, Michigan48109
Pages 345-373 | Published online: 14 Aug 2013

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Read on this site (3)

E. Jack Chen & W. David Kelton. (2009) Confidence interval estimation using quasi-independent sequences. IIE Transactions 42:1, pages 83-93.
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W. DAVID KELTON. (1989) Random Initialization Methods in Simulation. IIE Transactions 21:4, pages 355-367.
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Osman Balci & Robert G. Sargent. (1984) Validation of Simulation Models via Simultaneous Confidence Intervals. American Journal of Mathematical and Management Sciences 4:3-4, pages 375-406.
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Articles from other publishers (11)

Russell Barton, Marvin K. Nakayama & Lee Schruben. (2017) History of improving statistical efficiency. History of improving statistical efficiency.
Pieter A. Sheth-Voss, Thomas R. Willemain & Jorge Haddock. (2005) Estimating the steady-state mean from short transient simulations. European Journal of Operational Research 162:2, pages 403-417.
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R.M. Brandao & A.M.O. Porta Nova. (2003) Non-stationary queue simulation analysis using time series. Non-stationary queue simulation analysis using time series.
Wheyming Tina Song. (1996) On the estimation of optimal batch sizes in the analysis of simulation output. European Journal of Operational Research 88:2, pages 304-319.
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C. Alexopoulos. (1995) Advanced methods for simulation output analysis. Advanced methods for simulation output analysis.
David Goldsman, Lee W. Schruben & James J. Swain. (1994) Tests for transient means in simulated time series. Naval Research Logistics 41:2, pages 171-187.
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C. Alexopoulos. (1994) A review of advanced methods for simulation output analysis. A review of advanced methods for simulation output analysis.
A.F. Seila. (1991) Output analysis for simulation. Output analysis for simulation.
A.F. Seila. (1990) Output analysis for simulation. Output analysis for simulation.
Barry L. Nelson. (1989) Batch size effects on the efficiency of control variates in simulation. European Journal of Operational Research 43:2, pages 184-196.
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Ardavan Nozari. (1986) Confidence intervals based on steady-state continuous-time statistics. Operations Research Letters 4:5, pages 213-219.
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