The Incoporation of Balanced Bootstrap into Control Variates in Simulation Experiment

• Main Authors: Wen-Hsin Lee, 李文欣
• Other Authors: Yun-Shiow Chen
• Format: Others
• Language: zh-TW
• Online Access: http://ndltd.ncl.edu.tw/handle/60558331899939326352

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.