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...

When an estimator of the variance of the sample mean is parameterized by batch size, one approach for selecting batch size is to pursue the minimal mean squared error (mse). We show that the convergence rate of the variance of the sample mean, and the bias of estimators of the variance of the...

Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random...

Although attention has been given to obtaining reliable standard errors for the plugin estimator of the Gini index, all standard errors suggested until now are either complicated or quite unreliable. An approximation is derived for the estimator by which it is expressed as a sum of IID random...

The regenerative method for estimating steady-state parameters is one of the basic methods in simulation output analysis. This method depends on central limit theorems for regenerative processes and weakly consistent estimates for the variance constants arising in the central limit theorems. A...

This paper studies a class of estimators for the variance parameter of a stationary stochastic process. The estimators are based on L_p norms of standardized time series, and they generalize previously studied estimators due to Schruben. We show that the new estimators have some desirable...