Sequential Estimation of the Steady-state Variance in Discrete Event Simulation


A. Schmidt, K. Pawlikowski, D. McNickle,


        For sequential output data analysis in non-terminating discrete-event simulation, we consider three methods of point and interval estimation of the steady-state variance. We assess their performance in the analysis of the output of queueing simulations by means of experimental coverage analysis. Over a range of models, estimating variances turns out to involve considerably more observations than estimating means. Thus, selecting estimators with good performance characteristics is even more important.

BibTEX Reference Entry 

	author = {Adriaan Schmidt and Krzysztof Pawlikowski and Don McNickle},
	title = "Sequential Estimation of the Steady-state Variance in Discrete Event Simulation",
	journal = "European Conference on Modelling and Simulation, Madrid",
	month = Jun,
	year = 2009,
	hsb = hsb910012524,


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