The Incoporation of Balanced Bootstrap into Control Variates in Simulation Experiment
碩士 === 元智大學 === 工業工程研究所 === 82 === Variance reduction techniques(VRTs)are experimential design and analysis techniquesysed to increase the precision if sampl- ing- based point estimators without a corresponding increasing in sampling effort...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/60558331899939326352 |
| Summary: | 碩士 === 元智大學 === 工業工程研究所 === 82 === Variance reduction techniques(VRTs)are experimential design and
analysis techniquesysed to increase the precision if sampl- ing-
based point estimators without a corresponding increasing in
sampling efforts.We consider control variates(CV) which is one
of VRTs.Using CV is feasible in any stochastic simulation,and
applying CV to eatimate one paramenter does not confilt with
estimating other paramenter. The bootsrap is an tool for
estimating the accuracy of an unknown paramenter. The ordinary
bootstrap resamples are genera ted by simple random sampling
with replacement from the ordinary sampling which called
uniform bootstrap.A balanced bootsrap res- amples are generated
by duplicating each observation in the ori- dinal sample same
times so that the resampling variation can be reduced and a
significant improvement is that we can get an unbiased
estimator. In this thesis,we incorporate balanced bootsrap into
control to variates in a simulation experiment.The result will
be appl- ied M/M/1 and M/G/1 queueing systems.We also compare
the rela- tive effects between from the precision and sample
sizes view- points ordinary bootstrap and balanced bootsrap.
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