Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
综述了通过模拟构建稳态均值置信区间的序贯方法，这些方法在运行过程中动态决定模拟长度。基于多种已知稳态均值的随机模型实证结果，推荐了Fishman以及Law和Carson的方法。
We continue our survey of methods for constructing confidence intervals for steady-state means via simulation by studying sequential procedures which determine the length of the simulation during the course of the run. Our goal is to provide the simulation practitioner with some guidance as to which published procedures might actually perform well in practice. Empirical results for a variety of stochastic models with known steady-state means suggest that sequential procedures by Fishman and by Law and Carson provide good performance relative to the criterion probability of coverage.