Regression-adjusted estimates for regenerative simulations, with graphics

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Regression-adjusted estimates for regenerative simulations, with graphics

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Communications of the ACM archive
Volume 24 , Issue 4 (April 1981) table of contents
Special issue on simulation modeling and statistical computing

Pages: 260 - 273

Year of Publication: 1981

ISSN:0001-0782

Authors

P. Heidelberger	IBM Thomas J. Watson Research Center, Yorktown Heights, NY
P. A. W. Lewis	Naval Postgraduate School, Monterey, CA

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): n/a, Downloads (12 Months): n/a, Citation Count: 3

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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	Forest Baskett , K. Mani Chandy , Richard R. Muntz , Fernando G. Palacios, Open, Closed, and Mixed Networks of Queues with Different Classes of Customers, Journal of the ACM (JACM), v.22 n.2, p.248-260, April 1975 [doi>10.1145/321879.321887]
	2	Cramer, H. Mathematical Methods of Statistics. Princeton University Press, Princeton, New Jersey, 1946.
	3	Crane, M.A. and Iglehart, D.L. Simulating stable stochastic systems. III: Regenerative processes and discrete-event simulations. Oper. Res. 23, 1 (Jan-Feb 1975) 33-45.
	4	A. A. Crane , J. Lemoine, An Introduction to the Regenerative Method for Simulation Analysis, Springer-Verlag New York, Inc., Secaucus, NJ, 1977
	5	Efron, B. and Stem, C. The jackknife estimate of variance. Stanford Statistics Dept. Tech. Rept. No. 120, Stanford Univ., Stanford, CA., 1978.
	6	George S. Fishman, Achieving specific accuracy in simulation output analysis, Communications of the ACM, v.20 n.5, p.310-315, May 1977 [doi>10.1145/359581.359589]
	7	Goodman, A.S., Lewis, P.A.W., and Robbins, H.E. Simultaneous estimation of large numbers of extreme quantiles m simulation experiments. Naval Postgraduate School Rept. NPS55Lw71122A, Monterey, CA., 1971.
	8	Heidelberger P. and Lewis, P.A.W. Regression-adjusted estimates for regenerative simulations, with graphics. IBM Res. Rept. RC 8369, Yorktown Heights, N.Y., 1980.
	9	Iglehart, D.L. The regenerative method for simulation analysis. In Current Trends in Programming Methodology, Vol. 111: Soj2ware Engineering. K.M. Chandy and R.T. Yeh (Eds.). Prentice-Hall, Englewood Cliffs, N.J., 1978.
	10	Iglehart, D.L. Simulating stable stochastic systems. V." Comparison of ratio estimators. Naval Res. Logist. Quart. 22, 3 (Sept. 1975) 553-565.
	11	Leonard Kleinrock, Theory, Volume 1, Queueing Systems, Wiley-Interscience, 1975
	12	Lavenberg, S.S. and Saner, C.H. Sequential stopping rules for the regenerative method of simulation. IBM J. Res. Develop. 21, 6 (Nov. 1975) 545-558.
	13	Learmonth, G.P. and Lewis, P.A.W. Naval Postgraduate School random number generator LLRANDOM. Naval Postgraduate School Rept. NPS55Lw73061A, Monterey, CA, 1973.
	14	Lilliefors, H.W. On the K-S test for normality with mean and variance unknown. J. Am. Stat. Assoc. 62, 318 (1967) 399--402.
	15	McGill, R., Tukey, J.W., and Larsen, W.A. Variations of box plots. Am. Statistician 32, 1, (Feb. 1978) 12-16.
	16	McNeil, D.R. Interactive Data Analysis. Wiley and Sons, New York, 1977.
	17	Meketon, M.S. and Heidelberger, P. Bias reduction in regenerative simulations. IBM Res. Rept RC 8397. Yorktown Heights. N.Y., 1980.
	18	Miller, R.G., Jr. The jackknife-A review. Biometrika 61, 1 (April 1974) 1-15.
	19	Mosteller, F. and Tukey. J.W. Data Analysis and Regression. Addison-Wesley, Reading, Mass, 1977.
	20	Pearson, E.S. and Hartley, H.O. Biometrika Tables for Statisticians. Cambridge Univ. Press, England, 1966.
	21	Schucany, W.R., Gray, H.L., and Owen . On bias reduction in estimation. J. Am. Statist. Assoc. 66, 335 (1971) 524-533.
	22	Shapiro, S.S. and Wilk, M.B. An analysis of variance test for normality (complete samples). Biometrika. 52, 3 and 4 (1965) 591- 611.
	23	Shapiro, S.S. and Wilk, M.B. Approximations for the null distribution of W statistics. Technometrics 10, 4 (Nov. 1968) 861-866,
	24	Shapiro, S.W., Wilk, M., and Chen, H.J. A comparative study of various tests for normality. J. Am. Star. Assoc. 63, 324 (1968) 1343- 73.
	25	Snedecor, G.W. and Cochran, W.G. Statistical Methods, Sixth Edition: Iowa State Univ. Press, Ames, Iowa, 1967.
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	27	Wilk, M.B. and Gnandesikan, R. Probability plotting methods for the analysis of data. Biometrika 55, 1 (March 1968) 1-17.

CITED BY 3

	Peter A. W. Lewis , Richard L. Ressler, Average regression-adjusted controlled regenerative estimates, Proceedings of the 23rd conference on Winter simulation, p.921-926, December 08-11, 1991, Phoenix, Arizona, United States
	Krzysztof Pawlikowski, Steady-state simulation of queueing processes: survey of problems and solutions, ACM Computing Surveys (CSUR), v.22 n.2, p.123-170, June 1990
	Richard P. King, Disk arm movement in anticipation of future requests, ACM Transactions on Computer Systems (TOCS), v.8 n.3, p.214-229, Aug. 1990