Statistics Seminar:: Overlapping Overlapping Variance Estimators for Simulations

Event Details
  • Date/Time:
    • Wednesday November 17, 2004 - Tuesday November 16, 2004
      12:00 pm - 11:00 pm
  • Location: 228 ISyE Main Building
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: Statistics Seminar:: Overlapping Overlapping Variance Estimators for Simulations

Full Summary: Statistics Seminar:: Overlapping Overlapping Variance Estimators for Simulations

We introduce new estimators for the variance parameter of a steady-state simulation output
process. The new estimators are linear combinations of estimators formed from overlapped
versions of standardized time series and/or batch means estimators using different batch sizes.
These "overlapping overlapping" estimators have both lower bias and variance than their original
overlapping (without linear combinations) counterparts. The work is joint with Tuba Aktaran.

Additional Information

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:39am
  • Last Updated: Oct 7, 2016 - 9:52pm