Variance reduction for simulation practitioners

@inproceedings{Nelson1987VarianceRF,
  title={Variance reduction for simulation practitioners},
  author={Barry L. Nelson},
  booktitle={Winter Simulation Conference},
  year={1987}
}
A comprehensive guide to applying three well-known variance reduction techniques is given, including point and interval estimators, software requirements, and guidelines for experiment design. 

Tables and Topics from this paper.

Citations

Publications citing this paper.
SHOWING 1-10 OF 16 CITATIONS

References

Publications referenced by this paper.
SHOWING 1-4 OF 4 REFERENCES

The Efficiency of Control Variates in Multiresponse Simulation

  • J. R. Wilson
  • Operations Research Letters
  • 1986
Highly Influential
5 Excerpts

Some Properties of Simulation Interval Estimators Under Dependence Induction

  • B. L. Nelson
  • Operations Research Letters
Highly Influential
10 Excerpts

Similar Papers

Loading similar papers…