Application of Bootstrap estimators in simulation experiment

Guo Tong Sun, Shuo Tang

科研成果: 期刊稿件文章同行评审

2 引用 (Scopus)

摘要

The output from Monte-Carlo simulation was replicated using Non-Parameter Bootstrap method. The estimate of hitting probability using an improved bias-corrected estimator and the confidence interval based on BCa estimator were compared with those from traditional estimators on analyzing Monte-Carlo simulation output. It is shown that Bootstrap estimators provides shorter confidence interval and requires fewer samples from Monte-Carlo simulation output.

源语言英语
页(从-至)1347-1349
页数3
期刊Xitong Fangzhen Xuebao / Journal of System Simulation
22
6
出版状态已出版 - 6月 2010

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