Parametrization of Cumulative Mean Behavior of Simulation Output Data

Abstract

We develop a new measure of reliability for the mean behavior of a process by calculating the probability that the cumulative sample mean will ever deviate from its long-term mean, and its true mean, over a period of time. This measure can be used as an alternative to estimating system performance using confidence intervals. We derive the tradeoffs between four critical parameters for this measure: the underlying variance of the data, the starting sample size of a procedure, and the precision and confidence in the result.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 2014
Accession Number
ADA617982

Entities

People

  • Dashi I. Singham
  • Michael P. Atkinson

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Boundaries
  • Bridges
  • Distribution Functions
  • Information Operations
  • Intervals
  • Mathematics
  • Normal Distribution
  • Probability
  • Reliability
  • Savannahs
  • Simulations
  • Standardization
  • Standards

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Systems Analysis and Design