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