Simulation Modeling and Analysis
Simulation Modeling and Analysis
Steady-state simulation of queueing processes: survey of problems and solutions
ACM Computing Surveys (CSUR)
The correlation between mean and variance estimators
WSC '85 Proceedings of the 17th conference on Winter simulation
Experimental evaluation of confidence interval procedures in sequential steady-state simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
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Coverage error asymptotics for confidence intervals arising in simulation are discussed. Asymptotic expansions, to order O(n-1) (n is the sample size), are given for confidence intervals associated with sequences of independent and identically distributed random variables, as well as regenerative processes. Implications for simulation are emphasized.