Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6897934 | European Journal of Operational Research | 2013 | 10 Pages |
Abstract
⺠We estimate the variance of the sample mean without knowing the sample sizes in advance. ⺠We estimate the optimal batch size dynamically as the simulation runs. ⺠The proposed algorithm possesses good statistical properties such as small mean-squared-error (mse).
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Wheyming Tina Song, Mingchang Chih,