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Schmeiser, Bruce

Batch size effects in the analysis of simulation output. (English) Zbl 0484.65087

Oper. Res. 30, 556-568 (1982).
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scan of Zbl 0484.65087

Cited in 42 Documents

MSC:

65C99 Probabilistic methods, stochastic differential equations
62F25 Parametric tolerance and confidence regions

Keywords:

batch size effects; simulation output; confidence intervals on the mean; batch means and replication; grouped data
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