Bootstrap generated confidence interval for time averaged measure

作     者：Jinsoo Park Haneul Lee Yun Bae Kim 

作者机构：School of Management and AdministrationYong In University YonginRepublic of Korea School of EngineeringSungkyunkwan University SuwonRepublic of Korea 

出 版 物：《International Journal of Modeling, Simulation, and Scientific Computing》 (建模、仿真和科学计算国际期刊（英文）)

年 卷 期：2015年第6卷第3期

页      面：107-115页

核心收录：

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：Simulation output analysis confidence interval time averaged measure bootstrap 

摘      要：In the simulation output analysis,there are some measures that should be calculated by time average concept such as the mean queue ***,the confidence interval of those measures might be required for statistical *** this situation,the traditional method that utilizes the central limit theorem(CLT)is inapplicable if the output data set has autocorrelation *** bootstrap is one of the most suitable methods which can reflect the autocorrelated phenomena in statistical ***,the confidence interval for a time averaged measure having autocorrelation structure can also be calculated by the bootstrap *** study introduces the method that constructs these confidence intervals applying the *** bootstraps proposed are the threshold bootstrap(TB),the moving block bootstrap(MBB)and stationary bootstrap(SB).Finally,some numerical examples will be provided for verification.