Accession Number : ADP007112

Title :   Applying Bootstrap Methods to Simulation Output Analysis,

Corporate Author : SOUTHERN ILLINOIS UNIV AT EDWARDSVILLE

Personal Author(s) : Rea, Charles B. ; Shiue, Wei-Kei ; Xu, Chong-wei

Report Date : 1992

Pagination or Media Count : 4

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

Descriptors :   *SIMULATION, *COMPUTERIZED SIMULATION, DISTRIBUTION, INTERVALS, OUTPUT, PROBABILITY, SKEWNESS, STEADY STATE, STOPPING, CONFIDENCE LEVEL.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE