Comparison of two stationary stochastic processes using standardized time series

Authors:
Bor-Chung Chen;Robert G. Sargent
Affiliations:
Department of Industrial Engineering and Operations Research, Syracuse University, Syracuse, N.Y.;Department of Industrial Engineering and Operations Research, Syracuse University, Syracuse, N.Y.
Venue:
WSC '85 Proceedings of the 17th conference on Winter simulation
Year:
1985

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A conceptual framework for research in the analysis of simulation output

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Abstract

References to confidence interval estimations for the difference between the means and for the ratio of the variances of two independent strictly stationary phimixing processes using standardized time series are given. Results of a limited empirical investigation on one set of the estimators for the difference between the two means are presented after they are briefly discussed. These estimators performed well in this investigation.