Simulating stable stochastic systems, V: Comparison of ratio estimators

Donald L. Iglehart

Naval Research Logistics Quarterly, 1975, vol. 22, issue 3, 553-565

Abstract: The regenerative method for estimating parameters in a simulation requires the simulator to estimate the ratio of two means. Five point estimates and four confidence intervals for this ratio have been computed for three stochastic simulations. The jackknife method appears to be the most promising for both point and interval estimation.

Date: 1975
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https://doi.org/10.1002/nav.3800220311

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:22:y:1975:i:3:p:553-565

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