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Exact expected values of variance estimators for simulation

✍ Scribed by Tûba Aktaran-Kalaycı; Christos Alexopoulos; Nilay Tanık Argon; David Goldsman; James R. Wilson

Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
300 KB
Volume
54
Category
Article
ISSN
0894-069X

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📜 SIMILAR VOLUMES

Linear combinations of overlapping varia
Linear combinations of overlapping variance estimators for simulation
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We estimate the variance parameter of a stationary simulation-generated process using a linear combination of overlapping standardized time series (STS) area variance estimators based on different batch sizes. We establish the linear-combination estimator's asymptotic distribution, presenting analyt

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## Abstract The article presents how to solve a reservoir management problem, which has been formulated as a two‐criteria stochastic optimal control problem. Apart from the expected value of a performance index, its variance is also considered. Three approaches are described: a method based on the

EVALUATION OF VARIANCE ESTIMATORS FOR TH
EVALUATION OF VARIANCE ESTIMATORS FOR THE CONCENTRATION AND HEALTH ACHIEVEMENT INDICES: A MONTE CARLO SIMULATION
✍ Zhuo Chen; Kakoli Roy; Carol A. Gotway Crawford 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 80 KB 👁 1 views

## SUMMARY Although the concentration index (CI) and the health achievement index (HAI) have been extensively used, previous studies have relied on bootstrapping to compute the variance of the HAI, whereas competing variance estimators exist for the CI. This paper provides methods of statistical in