On Application of the Sufficient Empirical Averaging Method to System Simulation

Proceedings of the 12th International Conference on Analytical and Stochastic Modelling Techniques and Applications 2005
Aleksandrs Andronovs, Jekaterīna Žukovska, Evgeniy Chepurin

A new approach to preparing the input data in simulation is being considered – so called Sufficient Empirical Averaging method. It assumes the existence of the complete sufficient statistics for unknown parameters of input variable distributions. Its application allows getting unbiased estimates with minimum variance.

Atslēgas vārdi
Estimation, complete sufficient statistic, gammadistribution
Hipersaite
https://www.comp.glam.ac.uk/ASMTA2005/proc/asmta2005%20pdf/64-ASMTA05-24.pdf

Andronovs, A., Žukovska, J., Chepurin, E. On Application of the Sufficient Empirical Averaging Method to System Simulation. No: Proceedings of the 12th International Conference on Analytical and Stochastic Modelling Techniques and Applications, Latvija, Riga, 1.-4. jūnijs, 2005. Riga: ASMTA 2005, 2005, 144.-150.lpp.

Publikācijas valoda
English (en)