Recursive Estimation of the Variance of the Sample Average

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Recursive Estimation of the Variance of the Sample Average

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 6 , Issue 1 (March 1980) table of contents

Pages: 58 - 67

Year of Publication: 1980

ISSN:0098-3500

Author

Gordon M. Clark

Department of Industrial and Systems Engineering, The Ohio State University, 1971 Neil Avenue, Columbus, OH

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 13, Downloads (12 Months): 66, Citation Count: 1

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	FISHMAN, G.S. The allocation of computer tnne in comparing stmulatlon experiments. Oper. Res. 16, 2 (March-April 1968), 280-295.
	2	FISHMAN, G.S. Estimating sample size m computing simulation experiments Management Sct 18, 1 (Sept 1971), 21-38.
	3	George S. Fishman, Problems in the statistical analysis of simulation experiments: the comparision of means and the length of sample records, Communications of the ACM, v.10 n.2, p.94-99, Feb. 1967 [doi>10.1145/363067.363103]
	4	HEFFES, H., AND MARZEC, R.P. Recursive statistical analysis of simulation generated tune series. Proc. Ftfth Ann. Ptttsburgh Conf. Modehng and S~mulatmn, School of Eng., U. of Pittsburgh, Pittsburgh, Pa., Al~ril 1974, 839-844.
	5	JENKINS, G M, AND WATTS, R G. Spectral Analysts and ~ts Applwations. Holden-Day, San Francisco, 1969
	6	KLEIJNEN, J.P.C. Statistical Techniques ~n S~mulatmn, Part II. Marcel Dekker, Inc., New York, 1975
	7	KLEIJNEN, J.P.C. Design and analysm of simulation: Practical statmtlcal techniques. Simulatmn 28, 3 {March 1977), 81-90.