Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
比较了经典置信区间估计量与四种基于时间序列标准化的新估计量，证明新估计量在独立仿真重复或批处理均值数据下渐近优于经典方法，其中两种还可用于单次未分批仿真。
The classical confidence interval estimator commonly used in simulation is compared with four new estimators based on standardization of a time series presented in a previous paper. These new interval estimators are shown to have asymptotic properties that strictly dominate the classical estimator when used with data from independent simulation replications or means of batched observations from a single simulation run. Two of the new estimators also can be used with a single unbatched replication of a simulation program, a situation where the classical estimator is not defined.