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dc.contributor.authorSingham, Dashi I.
dc.contributor.authorAtkinson, Michael P.
dc.dateMay 2015
dc.date.accessioned2015-08-12T20:35:39Z
dc.date.available2015-08-12T20:35:39Z
dc.date.issued2015-05
dc.identifier.urihttp://hdl.handle.net/10945/46034
dc.descriptionApproved for public release; distribution is unlimited.en_US
dc.description.abstractWe develop a new measure of reliability, called cumulative mean bounds, that assesses the mean behavior of a process by calculating the probability that the cumulative sample mean will stay below its long-term sample mean, with a given tolerance, over a period of time. In this report, we provide a derivation of a lower bound for the measure when the underlying data are independent and identically distributed with a normal distribution.This derivation provides a preliminary basis for parallel extensions to the two-sided limiting case when we calculate the probability that the sample mean stays within a given distance from the true mean when the assumptions of independence and normality are removed.en_US
dc.language.isoen_US
dc.publisherMonterey, California. Naval Postgraduate Schoolen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleConstruction of cumulative mean bounds for simulation outputen_US
dc.typeTechnical Reporten_US
dc.contributor.departmentOperations Research (OR)
dc.subject.authorstandardized time seriesen_US
dc.subject.authorsimulation output analysisen_US
dc.subject.authorquality control measuresen_US
dc.identifier.npsreportNPS-OR-15-004


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