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On the estimation of optimal batch sizes in the analysis of simulation output

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  • Song, Wheyming Tina

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  • Song, Wheyming Tina, 1996. "On the estimation of optimal batch sizes in the analysis of simulation output," European Journal of Operational Research, Elsevier, vol. 88(2), pages 304-319, January.
    • Handle: RePEc:eee:ejores:v:88:y:1996:i:2:p:304-319
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    References listed on IDEAS

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    1. Wheyming Tina Song & Bruce W. Schmeiser, 1993. "Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators," Operations Research, INFORMS, vol. 41(3), pages 501-517, June.
    2. George S. Fishman, 1971. "Estimating Sample Size in Computing Simulation Experiments," Management Science, INFORMS, vol. 18(1), pages 21-38, September.
    3. David Goldsman & Lee Schruben, 1984. "Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output," Management Science, INFORMS, vol. 30(10), pages 1217-1225, October.
    4. Ward Whitt, 1989. "Planning Queueing Simulations," Management Science, INFORMS, vol. 35(11), pages 1341-1366, November.
    5. Wheyming Tina Song & Bruce W. Schmeiser, 1995. "Optimal Mean-Squared-Error Batch Sizes," Management Science, INFORMS, vol. 41(1), pages 110-123, January.
    6. R. W. Conway & B. M. Johnson & W. L. Maxwell, 1959. "Some Problems of Digital Systems Simulation," Management Science, INFORMS, vol. 6(1), pages 92-110, October.
    7. Bruce Schmeiser, 1982. "Batch Size Effects in the Analysis of Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 556-568, June.
    8. Michael A. Crane & Donald L. Iglehart, 1975. "Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations," Operations Research, INFORMS, vol. 23(1), pages 33-45, February.
    9. Lee Schruben, 1983. "Confidence Interval Estimation Using Standardized Time Series," Operations Research, INFORMS, vol. 31(6), pages 1090-1108, December.
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    Cited by:

    1. Julian Englberger & Frank Herrmann & Michael Manitz, 2016. "Two-stage stochastic master production scheduling under demand uncertainty in a rolling planning environment," International Journal of Production Research, Taylor & Francis Journals, vol. 54(20), pages 6192-6215, October.
    2. Song, Wheyming Tina & Chih, Mingchang, 2013. "Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 229(1), pages 114-123.
    3. Park, Dae S. & Kim, Yun B. & Shin, Key I. & Willemain, Thomas R., 2001. "Simulation output analysis using the threshold bootstrap," European Journal of Operational Research, Elsevier, vol. 134(1), pages 17-28, October.
    4. Song, Wheyming Tina, 2019. "The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1072-1082.
    5. Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
    6. Song, Wheyming T. & Chih, Mingchang, 2010. "Extended dynamic partial-overlapping batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 203(3), pages 640-651, June.
    7. Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.
    8. Kin Wai Chan & Chun Yip Yau, 2017. "High-order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(4), pages 866-898, December.

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