Central Limit Theorems for Permuted Regenerative Estimators

James M. Calvin () and Marvin K. Nakayama ()
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James M. Calvin: Simulation and Modeling Laboratory, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey 07102-1982
Marvin K. Nakayama: Simulation and Modeling Laboratory, Department of Computer and Information Science, New Jersey Institute of Technology, Newark, New Jersey 07102-1982

Operations Research, 2000, vol. 48, issue 5, 776-787

Abstract: We prove strong laws of large numbers and central limit theorems for some permuted estimators from regenerative simulations. These limit theorems provide the basis for constructing asymptotically valid confidence intervals for the permuted estimators.

Keywords: Simulation; efficiency: variance reduction techniques; Simulation; statistical analysis: regenerative simulation; Probability; regenerative processes (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:48:y:2000:i:5:p:776-787

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