Chien, Chiahon; Goldsman, David; Melamed, Benjamin - In: Management Science 43 (1997) 9, pp. 1288-1295
In analyzing the output process generated by a steady-state simulation, we often seek to estimate the expected value of the output. The sample mean based on a finite sample of size n is usually the estimator of choice for the steady-state mean; and a measure of the sample mean's precision is the...