
Problems in the statistical analysis of simulation experiments : the comparison of means and the length of sample records
Purchase Print Copy
Format | List Price | Price | |
---|---|---|---|
Add to Cart | Paperback29 pages | $20.00 | $16.00 20% Web Discount |
A continuation of research into statistical analysis of simulation experiments containing autocorrelated time series. The Memorandum shows how to estimate the lengths of sample records needed to use certain large sample results in measuring stability, describes analogies between autocorrelated data and independent observations, and suggests a way to test the difference of the mean of two experiments. It also shows how the variance of the sample mean relates to the spectrum of the generating process, and describes estimation of the quantities of interest. The results expand the possibilities of statistical spectral analysis as applied to simulation experiments. (See also RM-4393-PR.) 29 pp.
This report is part of the RAND Corporation Research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.
This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit www.rand.org/pubs/permissions.
The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.