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On the small-sample optimality of multiple-regeneration estimators

Authors:

James M. Calvin,

Peter W. Glynn,

Marvin K. NakayamaAuthors Info & Claims

WSC '99: Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

Pages 655 - 661

https://doi.org/10.1145/324138.324451

Published: 01 December 1999 Publication History

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References

[1]

Calvin, J. M. and M. K. Nakayama. 1998. Using permu-tations in regenerative simulations to reduce variance. ACM Transactions on Modeling and Computer Simu-lation 8: 153-193.

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Calvin, J. M. and M. K. Nakayama. 1999a. Permuted product and importance-sampling estimators for regen-erative simulations. Submitted.

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[3]

Calvin, J. M. and M. K. Nakayama. 1999b. Simulation of processes with multiple regeneration sequences. Sub-mitted.

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Calvin, J. M. and M. K. Nakayama. 2000. Central limit theorems for permuted regenerative estimators. Oper-ations Research, to appear.

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Calvin, J. M., P. W. Glynn, and M. K. Nakayama. 1999. The semi-regenerative method of simulation-output analysis. In preparation.

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C~ inlar, E. 1975. Introduction to Stochastic Processes. Prentice-Hall, New Jersey.

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Glynn, P. W. 1990. Likelihood ratio derivative estimators for stochastic systems. Comm. ACM 33: 75-84.

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Lehmann, E. L., and G. Casella. 1998. Theory of Point Estimation, Second Edition. New York: Springer-Verlag.

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Shedler, G. S. 1993. Regenerative Stochastic Simulation. San Diego: Academic Press.

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Tin, M. 1965. Comparison of some ratio estimates. Journal of the American Statistical Association 60: 294-307.

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Cited By

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Yeh YSchmeiser B(2015)VAMP1RE: a single criterion for rating and ranking confidence-interval proceduresIIE Transactions10.1080/0740817X.2015.104706847:11(1203-1216)Online publication date: 15-May-2015
https://doi.org/10.1080/0740817X.2015.1047068
Schmeiser BYeh YSnowdon JCharnes J(2002)Output analysisProceedings of the 34th conference on Winter simulation: exploring new frontiers10.5555/1030453.1030503(345-352)Online publication date: 8-Dec-2002
https://dl.acm.org/doi/10.5555/1030453.1030503
Schmeiser BYingchieh Yeh (2002)On choosing a single criterion for confidence-interval proceduresProceedings of the Winter Simulation Conference10.1109/WSC.2002.1172904(345-352)Online publication date: 2002
https://doi.org/10.1109/WSC.2002.1172904

Index Terms

On the small-sample optimality of multiple-regeneration estimators
1. Computing methodologies
  1. Modeling and simulation
    1. Simulation evaluation
    2. Simulation types and techniques
      1. Discrete-event simulation

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Published In

WSC '99: Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1

December 1999

925 pages

ISBN:0780357809

DOI:10.1145/324138

Editors:
Phillip A. Farrington
Univ. of Alabama in Huntsville, Huntsville
,
Harriet Black Nembhard
Univ. of Wisconsin—Madison, Madison
,
David T. Sturrock
Systems Modeling, Sewickley, PA
,
Gerald W. Evans
Univ. of Louisville, Louisville, KY

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 December 1999

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WSC99

Sponsor:

WSC99: Winter Simulation Conference 1999

December 5 - 8, 1999

Arizona, Phoenix, USA

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WSC '99 Paper Acceptance Rate 139 of 206 submissions, 67%;

Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Cited By

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Yeh YSchmeiser B(2015)VAMP1RE: a single criterion for rating and ranking confidence-interval proceduresIIE Transactions10.1080/0740817X.2015.104706847:11(1203-1216)Online publication date: 15-May-2015
https://doi.org/10.1080/0740817X.2015.1047068
Schmeiser BYeh YSnowdon JCharnes J(2002)Output analysisProceedings of the 34th conference on Winter simulation: exploring new frontiers10.5555/1030453.1030503(345-352)Online publication date: 8-Dec-2002
https://dl.acm.org/doi/10.5555/1030453.1030503
Schmeiser BYingchieh Yeh (2002)On choosing a single criterion for confidence-interval proceduresProceedings of the Winter Simulation Conference10.1109/WSC.2002.1172904(345-352)Online publication date: 2002
https://doi.org/10.1109/WSC.2002.1172904

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