Multivariate Simulation Output Analysis
- 1 February 1984
- journal article
- research article
- Published by Taylor & Francis in American Journal of Mathematical and Management Sciences
- Vol. 4 (3) , 313-334
- https://doi.org/10.1080/01966324.1984.10737148
Abstract
Procedures are discussed for estimating multiple means in simulations with multivariate outputs. These techniques include classical procedures (applicable to independent and identically distributed observations), procedures for regenerative processes, multivariate batch-means, and a new batch-ratio method. Conditions under which each method can be applied are discussed, as well as implementation.Keywords
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