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An Investigation of the Sequential Sampling Method for Crossdocking Simulation Output Variance Reduction [article]

Adrian Adewunmi, Uwe Aickelin, Mike Byrne
2008 arXiv   pre-print
We initially used the Sequential Sampling method to attain a desired 95% confidence interval half width of plus/minus 0.5 for our chosen performance measure (Total usage cost, given the mean maximum level  ...  From our results, we achieved a 95% confidence interval half width of plus/minus 2.8 for our chosen performance measure (Total usage cost, with an average mean value of 115,000 pounds).  ...  , to achieve a desired 95% confidence interval half width of ± 0.5 for our chosen output performance measure.  ... 
arXiv:0803.1985v1 fatcat:ilzwkwatsja75ct5v27nd3n4dq

An Investigation of Sequential Sampling Method for Crossdocking Simulation Output Variance Reduction

Adrian Adewunmi, Uwe Aickelin, Mike Byrne
2008 Social Science Research Network  
, to achieve a desired 95% confidence interval half width of ± 0.5 for our chosen output performance measure.  ...  We are interested in the Sequential Sampling method as a technique for variance reduction because after each replication, it checks to see if the desired confidence interval half width of a simulation  ... 
doi:10.2139/ssrn.2830418 fatcat:xtrcugygkngnhecaicnwbxkobq

Gini Index Estimation Within Pre-Specified Error Bound: Application to Indian Household Survey Data

Francis Bilson Darku, Frank Konietschke, Bhargab Chattopadhyay
2020 Econometrics  
Under complex household survey, we develop two novel procedures for estimating Gini index with a pre-specified error bound and confidence level.  ...  cost) thereby achieving the pre-specified error bound and the confidence level under reasonable assumptions.  ...  for the year 2007-2008 (Round 64, Schedule 1.0).  ... 
doi:10.3390/econometrics8020026 fatcat:kzxc7cdpzffolgpwuyo5wpnrh4

Page 86 of The Journal of Industrial Engineering Vol. 17, Issue 2 [page]

1966 The Journal of Industrial Engineering  
J., Ropsins, H., AND Starr, N., “Some Asymptotic Properties of Fixed-Width Sequential Confidence Intervals for the Means of a Normal Population with Unknown Variance,” Depart- ment of Mathematical Statistics  ...  Starr, N., “The Performance of a Sequential Procedure for the Fixed-Width Interval Estimation of the Mean of a Normal Popula- tion with Unknown Variance,” Department of Mathematical Sta- tistics, Columbia  ... 

Page 6343 of Mathematical Reviews Vol. , Issue 99i [page]

1999 Mathematical Reviews  
An example and a discussion of extensions conclude the work.” 99i:62183 62L12 Aoshima, Makoto (J-TOK YG; Koganei); Mukhopadhyay, Nitis (1-CT; Storrs, CT) Fixed-width simultaneous confidence intervals for  ...  Summary: “The problem of constructing fixed-width simultane- ous confidence intervals for comparing mean vectors of k (> 2) independent multivariate normal distributions is considered when those covariance  ... 

Page 5665 of Mathematical Reviews Vol. , Issue 89J [page]

1989 Mathematical Reviews  
The author discusses two-stage and three-stage sequential fixed-width confidence intervals and sequential point estimators for the location parameter.  ...  Results on sequential point estimation and fixed-width confidence interval estimation of the scale parameter are also included.  ... 

Optimal Experimental Design Based on Two-Dimensional Likelihood Profiles

Tim Litwin, Jens Timmer, Clemens Kreutz
2022 Frontiers in Molecular Biosciences  
For this demonstration, available data has been censored to simulate a setting in which parameters are not yet well determined.  ...  after measuring data for a specified experimental condition.  ...  The function w assigns the width to the corresponding confidence interval. Different confidence interval widths are averaged by weighting with their respective confidence measure dα .  ... 
doi:10.3389/fmolb.2022.800856 pmid:35281278 pmcid:PMC8906444 fatcat:ufjls4rkijennhfl2fyuteowna

A Non-Asymptotic Confidence Region with a Fixed Size for a Scalar Function Value: Applications in C-OTDR Monitoring Systems

Andrey V. Timofeev
2014 Open Journal of Statistics  
Non-asymptotic confidence regions with fixed sizes for the modified least squares estimate are used.  ...  The obtained confidence region is valid for a finite number of data points when the distributions of the observations are unknown.  ...  Acknowledgements This investigation has been produced under the project "Development of a remote monitoring system to protect backbone communications infrastructure, oil and gas pipelines and other extended  ... 
doi:10.4236/ojs.2014.48054 fatcat:g6ugysdbxjhc7aket47vauqzoi

Selecting Stopping Rules for Confidence Interval Procedures

Dashi I. Singham
2014 ACM Transactions on Modeling and Computer Simulation  
This article introduces methods for choosing and evaluating stopping rules for confidence interval procedures.  ...  Analysts often choose sequential stopping rules on an ad hoc basis to obtain confidence intervals with desired properties without requiring large sample sizes.  ...  Quality of the confidence interval is determined by its achieved confidence level and its precision (or half-width).  ... 
doi:10.1145/2627734 fatcat:f2v4547pmjerdfhmaoyvunpabm

Analysis of sequential stopping rules

Dashi I. Singham, Lee W. Schruben
2009 Proceedings of the 2009 Winter Simulation Conference (WSC)  
Sequential stopping rules applied to confidence interval procedures (CIPs) may lead to coverage that is less than nominal.  ...  Knowledge of coverage functions could help evaluate and compare confidence interval procedures while avoiding lengthy empirical testing.  ...  BACKGROUND We consider simulations that are used to estimate a confidence interval for some scalar mean level, µ, of system performance.  ... 
doi:10.1109/wsc.2009.5429686 dblp:conf/wsc/SinghamS09 fatcat:b6yqhvilnfejfkfgbcvwjgn2gy

Towards a comprehensive framework for simulation-based design validation of vehicle systems

M. Kokkolaras, G. Hulbert, P. Papalambros, Z. Mourelatos, R.J. Yang, M. Brudnak, D. Gorsich
2013 International Journal of Vehicle Design  
of vehicle systems that consist of multivariate functional data, ii) the selection and robust implementation of a Bayesian interval-based hypothesis testing technique for quantifying the confidence in  ...  simulation models used for design under uncertainty and iii) the development of a sequential design optimization methodology with calibration-based validation to address the inadequacy of current validation  ...  coherent variance calculation method and a technique for determining the appropriate interval width based on information content.  ... 
doi:10.1504/ijvd.2013.050847 fatcat:khechvjmnzf6fke55rtty2kmiu

On hypothesis testing for statistical model checking

Daniël Reijsbergen, Pieter-Tjerk de Boer, Werner Scheinhardt, Boudewijn Haverkort
2014 International Journal on Software Tools for Technology Transfer (STTT)  
Many techniques for this have been introduced in the SMC literature.  ...  For each technique, we show how to parametrise it in terms of quantities that are meaningful to the user.  ...  Acknowledgements This work is partially supported by the Netherlands Organisation for Scientific Research (NWO), project number 612.064.812, and by the EU project QUANTICOL, 600708.  ... 
doi:10.1007/s10009-014-0350-1 fatcat:tzqjre2povb5xnayhyax3jjqzq

Three-Stage Sequential Estimation of the Inverse Coefficient of Variation of the Normal Distribution

Yousef, Hamdy
2019 Computation  
We find theorems that facilitate finding a confidence interval for the inverse coefficient of variation that has pre-determined width and coverage probability.  ...  We also discuss the sensitivity of the constructed confidence interval to detect a possible shift in the inverse coefficient of variation.  ...  Regarding sequential estimation, Chaturvedi and Rani [24] proposed a sequential procedure to construct a fixed-width confidence interval for the population inverse coefficient of variation of a normal  ... 
doi:10.3390/computation7040069 fatcat:t362joddq5fwzah7cllaurj7t4

Page 4311 of Mathematical Reviews Vol. , Issue 96g [page]

1996 Mathematical Reviews  
We also suppose we have available a stopping variable N; and the associated sample mean from the ith population, obtained in or- der to construct a fixed-width confidence interval for y; only, i = 1,2.  ...  Under a fairly broad set of assumptions on N; and Np, we provide the asymptotic second-order properties of a certain fixed-width confidence interval constructed for estimating wy) — 42.  ... 

SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

Sung Lai Kim, Hae In Song, Min Soo Kim, Yu Seon Jang
2013 Journal of the Chungcheng Mathematical Society  
In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection  ...  conditions, are satisfied in the estimation for the mean vector µ µ µ by the sample from the multivariate normal distributed population with unknown mean vector µ µ µ and a positive definite variance-covariance  ...  In the test with the fixed width confidence interval, as the sample size increase, the significance level α is decrease, but the risk of Type 2 error, β, will be increase.  ... 
doi:10.14403/jcms.2013.26.1.029 fatcat:tpyi7kk3wbecfl4qt4qqvbe7y4
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