Confidence intervals using orthonormally weighted standardized time series.

Robert D. Foley David Goldsman

Published in: ACM Trans. Model. Comput. Simul. (1999)

Keyphrases

confidence intervals
steady state simulation
standardized time series
sample size
stochastic systems
markov chain
stopping rules
central limit theorem
monte carlo
complex systems
limit theorems
conditional probabilities
roc curve
steady state
machine learning
test set
pairwise
upper bound
special case