Minimum mean-squared-error estimators for simulation experiments

  title={Minimum mean-squared-error estimators for simulation experiments},
  author={J. Donnelly and R. E. Shannon},
  journal={Commun. ACM},
The use of the mean-squared-error of the sample mean as a criterion for simulation experiments has been suggested in the literature. Interest in this criterion has led to the development of a proposed systematic methodology for obtaining a near optimal mean-squared-error estimator for the mean of a discrete, random event, autocorrelated process which has experienced a transient start-up condition. Application of the methodology to a pilot simulation process provides an experimenter with… Expand
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