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dc.contributor.authorLewis, Peter A.W.
dc.contributor.authorRessler, Richard L.
dc.date.accessioned2014-01-29T23:39:13Z
dc.date.available2014-01-29T23:39:13Z
dc.date.issued1989
dc.identifier.urihttp://hdl.handle.net/10945/38597
dc.descriptionProceedings of the 1989 Winter Simulation Conference, E.A. MacNair, K.J. Musselman, P. Heidelberger (eds.)en_US
dc.description.abstractLinear controls are a well known techniques for achieving variance reduction in computer simulation. Unfortunately the effectiveness of a linear control depends upon the correlation between the statistic of interest and control which is often low. Since statistics are often nonlinear functions of the control this implies that nonlinear controls offer a means for improvement over linear controls. Nonlinear controls have had success in increasing the variance reduction over a linear control. This current work focuses on the use of nonlinear controls for reducing the variance of quantile estimates. The paper begins with a short discussion of linear controls. It describes nonlinear controls and the possibility for improved performance. The final sections discuss quantiles as controls and potential nonlinear controls for variance reduction in quantile estimation.en_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. As such, it is in the public domain, and under the provisions of Title 17, United States Code, Section 105, may not be copyrighted.en_US
dc.titleVariance Reduction of Quantile Estimates via Nonlinear Controlsen_US
dc.typeConference Paperen_US


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