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- W3147751587 abstract "We discuss Skart, an automated batch-means procedure for constructing a skewness- and autoregression-adjusted confidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user-specified requirements concerning not only coverage probability but also the absolute or relative precision provided by the half-length. Skart exploits separate adjustments to the half-length of the classical batch-means confidence interval so as to account for the effects on the distribution of the underlying Student's t -statistic that arise from nonnormality and autocorrelation of the batch means. Skart also delivers a point estimator for the steady-state mean that is approximately free of initialization bias. In an experimental performance evaluation involving a wide range of test processes, Skart compared favorably with other simulation analysis methods-namely, its predecessors ASAP3, WASSP, and SBatch as well as ABATCH, LBATCH, the Heidelberger-Welch procedure, and the Law-Carson procedure." @default.
- W3147751587 created "2021-04-13" @default.
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- W3147751587 date "2008-12-01" @default.
- W3147751587 modified "2023-09-26" @default.
- W3147751587 title "Skart: A skewness- and autoregression-adjusted batch-means procedure for simulation analysis" @default.
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- W3147751587 doi "https://doi.org/10.1109/wsc.2008.4736092" @default.
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