ASAP3: a batch means procedure for steady-state simulation analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Steady-state simulation analysis using ASAP3
WSC '04 Proceedings of the 36th conference on Winter simulation
Performance evaluation of ASAP3 for steady-state output analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
Simulation Modeling and Analysis (McGraw-Hill Series in Industrial Engineering and Management)
Simulation Modeling and Analysis (McGraw-Hill Series in Industrial Engineering and Management)
SBatch: a spaced batch means procedure for simulation analysis
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Proceedings of the 40th Conference on Winter Simulation
Performance comparison of MSER-5 and N-Skart on the simulation start-up problem
Proceedings of the Winter Simulation Conference
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We discuss N-Skart, a nonsequential procedure designed to deliver a confidence interval (CI) for the steady-state mean of a simulation output process when the user supplies a single simulation-generated time series of arbitrary size and specifies the required coverage probability for a CI based on that data set. N-Skart is a variant of the method of batch means that exploits separate adjustments to the half-length of the CI so as to account for the effects on the distribution of the underlying Student's t-statistic that arise from skewness (nonnormality) and autocorrelation of the batch means. If the sample size is sufficiently large, then N-Skart delivers not only a CI but also a point estimator for the steady-state mean that is approximately free of initialization bias. In an experimental performance evaluation involving a wide range of test processes and sample sizes, N-Skart exhibited close conformance to the user-specified CI coverage probabilities.