Comparison for Interval Estimators of the Locational Parameters in Simulation Output
仿真输出中位置参数的区间估计方法比较

The methods for making confidence interval estimator in simulation output analysis are reviewed and compared. Classical estimation procedures that are often used in confidence interval estimation rely on the assumption about the population distribution. Empirical evidence suggests however, that this may not be a valid assumption. This study illustrates the use of the different estimating methods, the suited conditions and their limits. The results of Monte Carlo simulations indicate that the method (method 2) proposed in this study is more effective and efficient than the classical procedure.