Confidence Intervals Using the Regenerative Method for Simulation Output Analysis.

Abstract

The regenerative method is a mathematically rigorous method for obtaining confidence intervals for steady state parameters. In this paper the qualitative structure of asymptotic confidence intervals is discussed in general. This structure is then specialized to confidence intervals for steady state parameters produced by the regenerative method. Keywords include: Approximation error; Regenerative simulation; Confidence intervals; Mean and variance of confidence interval width.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1984
Accession Number
ADA150147

Entities

People

  • D. L. Iglehart
  • P. W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Classification
  • Contracts
  • Data Science
  • Distribution Functions
  • Governments
  • Information Science
  • Intervals
  • Military Research
  • New York
  • Operations Research
  • Simulations
  • Steady State
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Computational Modeling and Simulation
  • Neurotrauma and Rehabilitation Medicine.