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Tests for transient means in simulated time series

✍ Scribed by David Goldsman; Lee W. Schruben; James J. Swain

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 747 KB
Volume: 41
Category: Article
ISSN: 0894-069X
DOI: 10.1002/1520-6750(199403)41:2<171::aid-nav3220410204>3.0.co;2-n

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✦ Synopsis

We present a family of tests to detect the presence of a transient mean in a simulation process. These tests compare variance estimators from different parts of a simulation run, and are based on the methods of batch means and standardized time series. Our tests can be viewed as natural generalizations of some previously published work. We also include a power analysis of the new tests, as well as some illustrative examples.

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