Song Wheyming Tina

Wheyming Tina Song

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Found 6 papers in total
Generating pseudo-random time series with specified marginal distributions
Generating pseudo-random time series with specified marginal distributions
1996
Our goal is to generate a target time series with a specified marginal distribution...
On the estimation of optimal batch sizes in the analysis of simulation output
On the estimation of optimal batch sizes in the analysis of simulation output
1996
The estimation of the variance of point estimators is a classical problem of...
A modified quasi-Newton method for optimization in simulation
A modified quasi-Newton method for optimization in simulation
1997
Optimization in Simulation is an important problem often encountered in system...
Correlation-inducing variance reduction in regenerative simulation
Correlation-inducing variance reduction in regenerative simulation
1996
This paper proposes a variance reduction technique that can be applied to regenerative...
Optimal mean-squared-error batch sizes
Optimal mean-squared-error batch sizes
1995
When an estimator of the variance of the sample mean is parameterized by batch size,...
Variance of the sample mean: Properties and graphs of quadratic-form estimators
Variance of the sample mean: Properties and graphs of quadratic-form estimators
1993
Many commonly used estimators of the variance of the sample mean from a...
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