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A Batch Means Methodology for Estimation of a Nonlinear Function of a Steady- State Mean
Simulation Output Analysis Steady-State Simulation Nonlinear Estimation Batch Means Jack- knifing
2015/7/8
We study the estimation of steady-state performance measures from an Ad-valued stochastic process Y = {Y(t): t≥0} representing the output of a simulation. In many applications, we may be interested in...