Problems in the Statistical Analysis of Simulation
Experiments: The Comparison of Means and the 
Length of Sample Records

Research is continued into statistical analysis
of simulation experiments containing autocorrelated 
time series.  It is shown how to estimate the lengths
of sample records needed to use certain large sample 
results in measuring stability.  Analogies between autocorrelated
data and independent observations are 
described.  A way to test the difference of the mean
of two experiments is suggested.  It is shown how 
the variance of the sample mean relates to the spectrum
of the generating process, and estimation of 
the quantities of interest is described. The results
expand the possibilities of statistical spectral 
analysis as applied to simulation experiments.

CACM February, 1967

Fishman, G. S.

CA670205 JB February 28, 1978  3:34 PM

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