Simulating stable stochastic systems, V: Comparison of ratio estimators
- 1 September 1975
- journal article
- research article
- Published by Wiley in Naval Research Logistics Quarterly
- Vol. 22 (3) , 553-565
- https://doi.org/10.1002/nav.3800220311
Abstract
The regenerative method for estimating parameters in a simulation requires the simulator to estimate the ratio of two means. Five point estimates and four confidence intervals for this ratio have been computed for three stochastic simulations. The jackknife method appears to be the most promising for both point and interval estimation.Keywords
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