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150324s1982 xx |||||o 00| ||eng c |
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|a (DE-627)JST05624956X
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|a (JST)2631302
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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|a Meketon, Marc S.
|e verfasserin
|4 aut
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|a A Renewal Theoretic Approach to Bias Reduction in Regenerative Simulations
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|c 1982
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
|b c
|2 rdamedia
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|a Online-Ressource
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|a The special structure of regenerative processes is exploited to derive a new point estimate with very low bias for steady state quantities of regenerative simulations. If the simulation run length is t units of time, the bias of the new estimate is of order 1/t<sup>2</sup> as opposed to the bias of order 1/t associated with more standard estimates. The bias reduction is achieved by continuing the simulation until the first regeneration after time t and then forming the ratio estimate which involves the random number of regenerative cycle observed during the simulation. Empirical results for several queueing models demonstrated that the bias reduction can be substantial for small values of t.
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|a Copyright 1982 The Institute of Management Sciences
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|a Simulation
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|a Regenerative
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|a Bias Reduction
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|a Renewal Theory
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|a Cumulative Process
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|a Ratio Estimator
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Statistical theories
|x Estimation theory
|x Estimation bias
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|a Applied sciences
|x Engineering
|x Transportation
|x Transportation engineering
|x Traffic engineering
|x Traffic estimation
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical results
|x Statistical properties
|x Estimate reliability
|x Confidence interval
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|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Decision theory
|x Operations research
|x Queuing theory
|x Queueing networks
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|a Applied sciences
|x Computer science
|x Computer engineering
|x Computer technology
|x Computer systems
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
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650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Discrete mathematics
|x Number theory
|x Numbers
|x Random numbers
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650 |
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4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Random variables
|x Stochastic processes
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650 |
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4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
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|a Applied sciences
|x Engineering
|x Control engineering
|x Control theory
|x State estimation
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|a research-article
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1 |
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|a Heidelberger, Philip
|e verfasserin
|4 aut
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0 |
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|i Enthalten in
|t Management Science
|d Institute for Operations Research and the Management Sciences, 1954
|g 28(1982), 2, Seite 173-181
|w (DE-627)320623602
|w (DE-600)2023019-9
|x 15265501
|7 nnns
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|g volume:28
|g year:1982
|g number:2
|g pages:173-181
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|u https://www.jstor.org/stable/2631302
|3 Volltext
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|d 28
|j 1982
|e 2
|h 173-181
|