Experimental Evaluation of Confidence Interval Procedures in Sequential Steady-State Simulation

@inproceedings{McNickle1996ExperimentalEO,
  title={Experimental Evaluation of Confidence Interval Procedures in Sequential Steady-State Simulation},
  author={Donald C. McNickle and Krzysztof Pawlikowski and Gregory Ewing},
  booktitle={Winter Simulation Conference},
  year={1996}
}
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a simulation experiment is stopped when the relative precision of estimates, defined as the relative width of confidence intervals at an assumed confidence level, reaches the required level. This paper deals with the statistical correctness of the methods proposed for estimating confidence intervals for mean values in… CONTINUE READING

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