Simulating Stable Stochastic Systems. V. Comparison of Ratio Estimators.
Abstract
The regenerative method for estimating parameters in a simulation requires the simulator to estimate the ratio of two means. Five point estimates and four confidence intervals for this ratio have been computed for three stochastic simulations. The jackknife method appears to be the most promising for both point and interval estimation. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1974
- Accession Number
- AD0783699
Entities
People
- Donald Iglehart