A Renewal Theoretic Approach to Bias Reduction in Regenerative
The bias reduction is achieved by continuing the simulation until the first regeneration after time t and then forming the ratio estimate which involves the random ...
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some topics in regenerative steady state simulation abstract keywords
Steady-state simulation, regenerative processes, initial transient, Harris chains. 1 ... simulation output analysis, as well as a related bias-reducing estimation ...
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Empirical Performance of Bias-Reducing Estimators for
In the context of regenerative steady-state simulation, a variety of ... Additional Key Words and Phrases: Bias-reducing estimators, regeneration, simulation, ...
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Using Permutations in Regenerative Simulations to Reduce Variance
Additional Key Words and Phrases: Regenerative simulation, permutations, ... Using Permutations in Regenerative Simulations to Reduce Variance. · 3 ...... since E[¯Y (g2; k)] > 0 for any function g = 0, E[˜¯α(g1; X)] = α, so ˜¯α(g1; X) is biased.
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Regression-adjusted estimates for regenerative simulations, with
means of ratio estimators are exploited to produce bias- reduced regression- adjusted estimates (rare's) for regenerative simulations. Formal and graphical.
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Regenerative Steady-State Simulation of Discrete-Event - Cornell
regenerative method to steady-state discrete-event system simulations is of great ...... properties of such estimators, and carefully explain how this bias reduction ...
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Z=x - Defense Technical Information Center
Nov 19, 1990 ... for steady-state regenerative simulation. In particular, the estimator obtained here has the same bias-reducing properties as the regenerative ...
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Analysis of Parallel, Replicated Simulations Under a Completion
cluding strong laws, central limit theorems, bias expansions and completion time .... in regenerative simulation, the bias gets reduced from order l/t to lIt 2 by ...
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Experiments with Initial Transient Deletion for Parallel Replicated
measures in regenerative simulations), these problems have been identified and addressed in ..... 4P, cp), the ratio bias is reduced by a factor of P since.
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Simulation methodology — An introduction for queueing theorists
Dec 14, 1987 ... SimulationDesign of experimentsVariance reductionPseudorandom numbers ... approach to bias reduction in regenerative simulation, Manag.
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Stochastic Simulation Research in Management Science
When the simulation department of Management Science was created in 1978 it ..... A renewal theoretic approach to bias reduction in regenerative simulations.
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Tilburg University Statistical analysis of steady state simulations
batches (iii) renewal or regenerative analysis. Two general techniques for reducing nonnormality and bias are presented: grouping (or batching) and jackknifing.
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published PDF - Columbia University
Dec 20, 2005 ... Stochastic simulation, sequential estimation, ﬁxed-width conﬁdence ... regenerative simulation in Fishman (1977) and Lavenberg and Sauer (1977) ..... be obtained by taking the Cholesky factorization of C”, so that In is a lower ... jackknife estimator typically possesses superior small-sample bias properties.
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Experimental Evaluation of Variance Reduction Techniques for
Aug 24, 2005 ... control variables to improve the efficiency of regenerative queueing .... QUEUEING SIMULATION: VARIANCE REDUCTION TECHNIQUES 1461 ..... eliminate any initial-condition bias, we began statistics collection for each ...
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stochastic petri nets for discrete-event simulation - IBM
“Regenerative simulation of stochastic Petri nets” ... Simulation is often the only available numerical method ..... Many extensions: bias reduction, fixed-time or.
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p=0.9 - Defense Technical Information Center
In regenerative simulations one exploits the fact that the sample path of the .... Other techniques which reduce bias in regenerative estimates are the jackknife.
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Monte Carlo Simulation of Markov Chain Steady-state Distribution
Monte Carlo simulation algorithm (see ) fix a regenerative state s ∈ E .... that the jackknife method is generally used to reduce the estimator bias (see.
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A Coverage Function for Interval Estimators of Simulation Response
Apr 23, 2007 ... popular interval estimators for simulation output. The motivation is to .... The bias in 8, being due to contaminated data, will not decrease with increased ..... Empirical Coverage Function for the Regenerative Interval Estimator.
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References - Wiley Online Library
Iglehart, D. L. and Lewis, P. A. W. (1979) Regenerative simulation with internal .... and Heidelberger, P. (1982) A renewal theoretic approach to bias reduction in.
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Analysis of Simulation Results
... Estimation. ❑ Variance Reduction .... one at a time. ❑ See if the experts can distinguish simulation vs. measurement .... Regeneration cycle: Between two successive regeneration points ... 4. The mean and variance estimators are biased ...
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