Interval Estimation Using Replication/Deletion and MSER Truncation
Sanchez, Paul J.
White, K. Preston Jr.
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This paper addresses the construction of a consistent interval estimator for the steady-state mean within a replication/deletion framework for output analysis when MSER truncation is applied. Because the MSER truncation point is a random variable, the truncated output sequences for each replication typically are un-equal in length. A weighting scheme is applied to the replication means to correct for unequal sample sizes, as is standard in ANOVA. A numerical example is provided to illustrate the procedure and consequences.
Proceedings of the 2011 Winter Simulation Conference S. Jain, R.R. Creasey, J. Himmelspach, K.P. White, and M. Fu, eds.
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