Note—New Confidence Interval Estimators Using Standardized Time Series
为平稳模拟过程的均值开发了新的渐近有效置信区间估计量，这些估计量是Schruben标准化时间序列区域估计量的加权推广，在小样本下表现不同。
We develop new asymptotically valid confidence interval estimators (CIE's) for the underlying mean of a stationary simulation process. The new estimators are weighted generalizations of Schruben's standardized time series area CIE. We show that the weighted CIE's have the same asymptotic expected length and variance of the length as the area CIE; but in the small sample environment, the new CIE's exhibit performance characteristics which are different from those of the area CIE.