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1. |
Statistical aspects of simulation: an updated survey* |
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Statistica Neerlandica,
Volume 36,
Issue 4,
1982,
Page 165-186
Jack P.C. Kleijnen,
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摘要:
Abstract Practical statistical techniques for the design and analysis of simulation experiments are presented. These techniques are relevant in both discrete and continuous, deterministic and stochastic simulation. To generalize and interpret the simulation output the analyst can use regression analysis. This analysis allows for interactions among factors. Actually the regression model provides either a first‐order or a second‐order approximation to the complicated simulation model. To decide which system variants (parameter combinations) should be simulated, the analyst may apply experimental design theory. This theory makes the exploration of the simulated system much more efficient and more thorough. In the preliminary phase of the simulation experimentation special screening designs can be used to investigate hundreds of factors in relatively few runs.In stochastic simulation additional problems arise. There are several approaches for determining how to initialize a simulation run and how long to continue that run. These approaches result in a confidence interval for the estimated response. Both steady‐state and transient behavior are examined. Special variance reduction techniques are briefly discussed; the use of common random numbers (identical seeds) is discussed in more
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1982.tb00788.x
出版商:Blackwell Publishing Ltd
年代:1982
数据来源: WILEY
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2. |
The life‐length of banknotes* |
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Statistica Neerlandica,
Volume 36,
Issue 4,
1982,
Page 187-207
P. Koeze,
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PDF (850KB)
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摘要:
Abstract With the aid of the Bank's banknote sorting system the issue and subsequent withdrawal off25–banknotes on three varieties of paper have been recorded for two‐and‐a‐half years. The aim was to measure the durability of the three paper varieties in circulation. The results of this second trial withf25–banknotes confirm the statistical model developed previously for the first trial withf100–banknotes. GRESHAM's Law is equally not applicable, neither tof25–banknotes nor tof100–banknotes. A two‐parameter gamma distribution fits the cumulative fraction of banknotes withdr
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1982.tb00789.x
出版商:Blackwell Publishing Ltd
年代:1982
数据来源: WILEY
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3. |
An IPPS (inclusion probability proportional to size) sampling scheme |
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Statistica Neerlandica,
Volume 36,
Issue 4,
1982,
Page 209-212
M.N. Deshpande,
S.G. Prabhu‐Ajgaonkar,
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PDF (118KB)
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摘要:
Abstract In this paper a sampling scheme for selecting a sample of size two is formulated where the inclusion probability of a population unit is proportional to its siz
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1982.tb00790.x
出版商:Blackwell Publishing Ltd
年代:1982
数据来源: WILEY
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4. |
RECENT PH.D. THESES IN THE NETHERLANDS |
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Statistica Neerlandica,
Volume 36,
Issue 4,
1982,
Page 213-213
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PDF (66KB)
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摘要:
Statistica Neerlandica had decided to encourage the reporting on theses in statistics, biometrics. econometrics and operations research, submitted at Dutch universities.The main purpose of this section is to inform the reader briefly of the nature, the practical and theoretical importance, the methods used and the results presented in recent theses.It is understood that contributions to this section meet with the approval of the supervisor(s) of the thesis.Notes (in English and not exceeding 300 words) should be sent to the column editor, G. DE LEVE, Instituut voor Acturiaat en Econometrie, Jodenbreestraat 23, 1011 NH Amsterdam.
ISSN:0039-0402
DOI:10.1111/j.1467-9574.1982.tb00791.x
出版商:Blackwell Publishing Ltd
年代:1982
数据来源: WILEY
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5. |
Problem section |
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Statistica Neerlandica,
Volume 36,
Issue 4,
1982,
Page 215-220
O.P. Lossers,
A.J. Van Es,
R. Doornbos,
P. Kuiper,
A.A. Jagers,
F.W. Steutel,
A.J. Bosch,
J.C. Smit,
J.Th. Runnenburg,
B.B. Van der Genugten,
E.E.C. Van Damme,
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PDF (176KB)
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ISSN:0039-0402
DOI:10.1111/j.1467-9574.1982.tb00792.x
出版商:Blackwell Publishing Ltd
年代:1982
数据来源: WILEY
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