| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1143028 | Operations Research Letters | 2010 | 4 Pages |
Abstract
We discuss the asymptotic validity of confidence intervals for quantiles of performance variables when simulating a Markov chain. We show that a batch quantile methodology (similar to the batch means method) can be applied to obtain confidence intervals that are asymptotically valid under mild assumptions.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
David F. Muñoz,