Confidence Interval Estimation for Simulation Response Surfaces
CONTROL ANALYSIS CORP PALO ALTO CA
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In this paper, the author continues the investigation of response surface methodology in simulation, begun in previous papers. Suppose that g is a linear output function of an input parameter lambda, over some range a or lambda or b, and that observations are taken at two parameter settings lambda sub 1 and lambda sub 2. It is shown that if certain conditions are satisfied, then a confidence interval may be obtained for glambda at any point a or lambda b without making any additional observations. An illistration is provided which makes use of the regenerative approach for analyzing simulations.
- Statistics and Probability