Cheng, Russell C.H.
(1995)
*
Bootstrap methods in computer simulation experiments.
*
In: Alexopoulos, C. and Kang, K. and Lilegdon, W.R and Goldsman, D., eds.
Winter Simulation Conference Proceedings, 1995.
IEEE, pp. 171-177.
ISBN 0-7803-3018-8.
(doi:10.1109/WSC.1995.478720)
(The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)
(KAR id:19759)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |

Official URL: http://dx.doi.org/10.1109/WSC.1995.478720 |

## Abstract

We critically review the work that has been done in applying basic, smoothed and parametric bootstrap methods to simulation experiments. We develop a framework to classify bootstrap methods in this context and use it to compare various bootstrap schemes. Most bootstrap methods are hard to analyse theoretically. An exception is the parametric case for which a detailed analysis can be carried out. An interesting result in this case is that, whereas in standard statistical experiments bootstrap samples give only information about the variance of a statistic and not its mean, this turns out not to be so in simulation experiments. Thus parametric bootstrap samples can be advantageously included in estimates of the responses of interest.

Item Type: | Book section |
---|---|

DOI/Identification number: | 10.1109/WSC.1995.478720 |

Uncontrolled keywords: | computational modeling; parametric statistics; sampling methods; probability distribution; mathematics; stochastic processes; sensitivity analysis; analytical models |

Subjects: | Q Science > QA Mathematics (inc Computing science) > QA 75 Electronic computers. Computer science |

Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Computing |

Depositing User: | P. Ogbuji |

Date Deposited: | 05 Jun 2009 18:34 UTC |

Last Modified: | 16 Nov 2021 09:58 UTC |

Resource URI: | https://kar.kent.ac.uk/id/eprint/19759 (The current URI for this page, for reference purposes) |

- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV

- Depositors only (login required):