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Accession Number:
ADP007112
Title:
Applying Bootstrap Methods to Simulation Output Analysis,
Corporate Author:
SOUTHERN ILLINOIS UNIV AT EDWARDSVILLE
Report Date:
1992-01-01
Abstract:
Confidence intervals obtained by bootstrap methods and normal approximation are compared, based on output data from terminating and steady-state simulations. Bootstrap intervals are equal or better than normal approximation intervals in actual probability coverages. Furthermore, bootstrap methods capture the skewness in the distribution of outputs and, therefore, are more desirable than normal approximation
Supplementary Note:
This article is from 'Computing Science and Statistics: Proceedings of the Symposium on the Interface Critical Applications of Scientific Computing: Biology, Engineering, Medicine, Speech Held in Seattle, Washington on 21-24 April 1991,' AD-A252 938, p82-85.
Pages:
0004
File Size:
0.00MB
