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A spectral method for confidence interval generation and run length control in simulations

Authors:

Philip Heidelberger,

Peter D. WelchAuthors Info & Claims

Communications of the ACM, Volume 24, Issue 4

Pages 233 - 245

https://doi.org/10.1145/358598.358630

Published: 01 April 1981 Publication History

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A spectral method for confidence interval generation and run length control in simulations
1. Computing methodologies
  1. Modeling and simulation
    1. Model development and analysis
    2. Simulation types and techniques

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Published In

Communications of the ACM Volume 24, Issue 4

Special issue on simulation modeling and statistical computing

April 1981

102 pages

ISSN:0001-0782

EISSN:1557-7317

DOI:10.1145/358598

Editors:
Robert L. Ashenhurst
The Univ. of Chicago, Chicago, IL
,
Nabil R. Adam
Rutgers Univ., Piscataway, NJ

Issue’s Table of Contents

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Publication History

Published: 01 April 1981

Published in CACM Volume 24, Issue 4

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Confidence Interval Estimation for the Variance Parameter of Stationary Processes

To batch or not to batch?

Weighted Batch Means for Confidence Intervals in Steady-State Simulations

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