New Confidence Interval Estimators Using Standardized Time Series.

Abstract

We develop new confidence interval estimators for the underlying mean of a stationary simulation process. These estimators can be viewed as generalizations of Schruben's so-called standardized time series area confidence interval estimators. Various properties of the new estimators are given.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1984
Accession Number
ADA161978

Entities

People

  • David Goldsman
  • Lee Schruben

Organizations

  • Cornell University College of Engineering

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Estimators
  • Intervals
  • Mathematics
  • Military Research
  • Multivariate Analysis
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Schools
  • Security
  • Simulations
  • Stationary
  • Stochastic Processes
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.