The main problem with the application of the batch means method in practice is the choice of the batch size b. If b is too small, the means Xi(b) can be highly correlated and the resulting confidence interval will frequently have coverage below the user-specified nominal coverage 1 − α.
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New York: Chapman and Hall. ... Fishman, G. S., and L. S. Yarberry. 1997. An implementation of the batch means method. To appear in INFORMS Journal on Computing.
This article discusses implementation issues for the. LBATCH and ABATCH batch means procedures of. Fishman and Yarberry (1997). Theses procedures dy-.
This article discusses implementation issues for the LBATCH and ABATCH batch means procedures of Fishman and Yarberry (1997) and shows that both procedures ...
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Article Free Access Share on Computational experience with the batch means method Authors: Christos Alexopoulos School of Industrial and Systems Engineering ...
In the batch mean method, only one simulation run is executed. After deleting the warm up period, the remainder of the run is divided into k batches, with each ...
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This article introduces the LBATCH and ABATCH rules for applying the batch means method to analyze output of Monte Carlo and, in particular, discrete-event ...
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a ...