An Effective Truncation Heuristic for Bias Reduction in Simulation Output

@article{White1997AnET,
  title={An Effective Truncation Heuristic for Bias Reduction in Simulation Output},
  author={K. Preston White},
  journal={Simulation},
  year={1997},
  volume={69},
  pages={323-334}
}
The start-up or warm-up problem arises in steady-state, discrete-event simulation, where the arbitrary selection of initial conditions introduces bias in simulated output sequences. In this paper, we develop and test a new truncation heuristic or resolving the start-up problem. Given a finite sequence, the truncation rule deletes initial observations until the width of the marginal confidence interval about the truncated sample mean is minimized. This rule is easy to implement, has strong… CONTINUE READING
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