We consider a GI/M/s queuing system that is controlled by either accepting or rejecting arriving customers. Under weak conditions on the cost structure, Stidham (Stidham, S., Jr., 1978. Socially and individually optimal control of arrivals to a GI/M/1 queue. Management Sci. 24 1598--1610.)...

We develop new asymptotically valid confidence interval estimators (CIE's) for the underlying mean of a stationary simulation process. The new estimators are weighted generalizations of Schruben's standardized time series area CIE. We show that the weighted CIE's have the same asymptotic...

We wish to estimate the variance of the sample mean from a continuous-time stationary stochastic process. This article expands on the results of a technical note (Goldsman and Schruben 1990) by using the theory of standardized time series to investigate weighted generalizations of Schruben's...

Asymptotic confidence interval estimators of the variance parameter \sigma ² = lim_{n - \infty} n Var((1/n) \sum ⁿ_{i = 1} X_i) are described in this paper for observations X₁, X₂,...,X_n from a strictly stationary phi-mixing stochastic process. They are based on asymptotic properties of the...

The coverage function presented here measures confidence interval robustness. It is suggested that this function be used in the analysis of empirical interval estimator studies. Some approaches for determining appropriate sample sizes in such experiments are also discussed. A short study of two...

We propose a new procedure for providing confidence-interval estimators of the mean of a covariance-stationary process. The procedure, a modification of the method of batch means, is an improvement over existing methods when the process displays strong correlation and a comparatively small...

This study investigates the quality of direct probability judgments and quantile estimates with a focus on calibration and consistency. The two response modes use different measures of miscalibration, so it is difficult to directly compare their relative (in)accuracy. We employed a more refined...