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Bias and variance reduction in computer simulation studies

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  • Crawford, J. W.
  • Gallwey, T. J.

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  • Crawford, J. W. & Gallwey, T. J., 2000. "Bias and variance reduction in computer simulation studies," European Journal of Operational Research, Elsevier, vol. 124(3), pages 571-590, August.
    • Handle: RePEc:eee:ejores:v:124:y:2000:i:3:p:571-590
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    References listed on IDEAS

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    1. Robert S. Sullivan & Jack C. Hayya & Ronny Schaul, 1982. "Efficiency of the Antithetic Variate Method for Simulating Stochastic Networks," Management Science, INFORMS, vol. 28(5), pages 563-572, May.
    2. W. David Kelton & Averill M. Law, 1984. "An Analytical Evaluation of Alternative Strategies in Steady-State Simulation," Operations Research, INFORMS, vol. 32(1), pages 169-184, February.
    3. R. W. Conway, 1963. "Some Tactical Problems in Digital Simulation," Management Science, INFORMS, vol. 10(1), pages 47-61, October.
    4. George S. Fishman, 1972. "Bias Considerations in Simulation Experiments," Operations Research, INFORMS, vol. 20(4), pages 785-790, August.
    5. George S. Fishman, 1973. "Statistical Analysis for Queueing Simulations," Management Science, INFORMS, vol. 20(3), pages 363-369, November.
    6. Cheng, R. C. H., 1984. "Antithetic variate methods for simulations of processes with peaks and troughs," European Journal of Operational Research, Elsevier, vol. 15(2), pages 227-236, February.
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    Cited by:

    1. Chih, Mingchang, 2023. "Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy," European Journal of Operational Research, Elsevier, vol. 305(2), pages 562-593.
    2. Anido, Carmen & Rivero, Carlos & Valdes, Teofilo, 2005. "An algorithm based on discrete response regression models suitable to correct the bias of non-response in surveys with several capture tries," European Journal of Operational Research, Elsevier, vol. 162(2), pages 387-402, April.
    3. E Saliby & R J Paul, 2009. "A farewell to the use of antithetic variates in Monte Carlo simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(7), pages 1026-1035, July.

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