Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

Heung Sik Park

한국통계학회 CSAM(Communications for Statistical Applications and Methods) Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

KCI 후보 SCOPUS

Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

(Heung Sik Park)

한국통계학회 2000.12

CSAM(Communications for Statistical Applications and Methods) 7권 3호 871-884(14pages)

UCI I410-ECN-0102-2009-310-007673715

인용하기 URL 복사 보관함 담기

* 발행 기관의 요청으로 이용이 불가한 자료입니다.

초록

Using simulation, we compare the perturbation analysis estimate and the forward difference estimate for the first and second derivatives of performance measures in a Markov renewal process. We find the perturbation analysis estimate has much less mean squared error than the traditional forward difference estimate.

키워드

참고문헌 (0)

[자료제공 : 네이버학술정보]