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IIE Transactions Volume 39, 2007 - Issue 7
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ORIGINAL ARTICLES

A finite-memory algorithm for estimating the variance of the sample mean

Wheyming Tina Song Department of Industrial Engineering and Engineering Management, National Tsing Hua University, Hsinchu, Taiwan, ROC
Pages 703-711 | Received 01 May 2003, Accepted 01 Jan 2006, Published online: 27 Sep 2010

Citations (9)

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Read on this site (2)

Mingchang Chih & Wheyming Tina Song. (2012) An efficient approach to implement dynamic batch means estimators in simulation output analysis. Journal of the Chinese Institute of Industrial Engineers 29:3, pages 163-180.
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Tsu-Kuang Yang, Whey-Ming Song & Ming-Chang Chih. (2009) REVISIT THE DYNAMIC-BATCH-MEANS ESTIMATOR. Journal of the Chinese Institute of Industrial Engineers 26:6, pages 499-509.
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Articles from other publishers (7)

Wheyming Tina Song. (2019) The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis. European Journal of Operational Research 275:3, pages 1072-1082.
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Wheyming Tina Song & Mingchang Chih. (2013) Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations. European Journal of Operational Research 229:1, pages 114-123.
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David Fernando Muñoz, David Gonzalo Muñoz & Adán Ramírez-López. (2013) On the incorporation of parameter uncertainty for inventory management using simulation. International Transactions in Operational Research 20:4, pages 493-513.
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Wheyming Tina Song, Mingchang Chih & Samping Chuang. (2013) Variance Reduction Techniques on Generating M/M/1 Processes in Simulation Output Analysis. IEEE Transactions on Automatic Control 58:4, pages 1035-1040.
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Wheyming Tina Song. (2011) A Finite-Memory Algorithm for Batch Means Estimators in Simulation Output Analysis. IEEE Transactions on Automatic Control 56:5, pages 1157-1162.
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Wheyming T. Song & Mingchang Chih. (2010) Extended dynamic partial-overlapping batch means estimators for steady-state simulations. European Journal of Operational Research 203:3, pages 640-651.
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Wheyming Tina Song & Mingchang Chih. (2008) Implementable MSE-optimal dynamic partial-overlapping batch means estimators for steady-state simulations. Implementable MSE-optimal dynamic partial-overlapping batch means estimators for steady-state simulations.

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