Regression-Adjusted Estimates for Regenerative Simulations, with Graphics.

Abstract

The independent block structure of regenerative processes and the known convergence rates of the means of ratio estimators are exploited to produce bias-free regression-adjusted estimates (rare's) for regenerative simulations. Direct assessments of the variances of the estimates are obtained, as well as indications--both formal and graphical--of their normality or non-normality. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1980
Accession Number
ADA087369

Entities

People

  • P. Heidelberger
  • Peter A. W. Lewis

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Analysis Of Variance
  • Computers
  • Data Analysis
  • Data Mining
  • Data Science
  • Distribution Functions
  • Estimators
  • Information Science
  • New York
  • Normality
  • Probability
  • Random Variables
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.