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Author Glynn, Peter W.
Source CiteSeerX
Content type Text
File Format PDF
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Confidence Interval Cyclic Regenerative Process ♦ Optimal Way ♦ Precise Condition ♦ Variance Reduction Technique ♦ Sufficient Condition ♦ Cyclic Regenerative Process ♦ Cyclic Regenerative Confidence Interval ♦ Standard Regenerative Method ♦ Interesting New Variance Reduction Technique ♦ Regenerative Process ♦ Confidence Interval ♦ Stochastic Structure ♦ Side Benefit ♦ Cyclic Regenerative Ariance Reduction Technique
Abstract We study precise conditions under which the cyclic regenerative confidence intervals of Sargent and Shanthikumar e asymptotically valid. We also obtain an optimal way of implementing the cyclic regenerative ariance reduction technique, and obtain a sufficient condition under which the procedure yields a lower variance than that of the standard regenerative method. Regenerative processes, variance reduction techniques Recently, Sargent and Shanthikumar [5] developed an interesting new variance reduction technique designed to exploit the stochastic structure associated with a cyclic regenerative process. Our purpose here is to study precise conditions under which the confidence intervals proposed in [5] are asymptotically valid. This analysis will provide us with the side benefit of obtaining an optimal way of implementing the
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Publisher Date 1983-01-01