Accession Number:

ADA003901

Title:

Confidence Interval Estimation for Simulation Response Surfaces

Descriptive Note:

Technical rept.

Corporate Author:

CONTROL ANALYSIS CORP PALO ALTO CA

Personal Author(s):

Report Date:

1974-12-01

Pagination or Media Count:

22.0

Abstract:

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE