| 小样本或单次仿真运行的统计分析方法 |
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| 引用本文： | 鲍居武,冯允成.小样本或单次仿真运行的统计分析方法[J].北京航空航天大学学报,1993(2):88-95. |
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| 作者姓名： | 鲍居武 冯允成 |
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| 作者单位： | 北京航空航天大学航空工业系统工程系
(鲍居武)，北京航空航天大学航空工业系统工程系(冯允成) |
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| 摘 要： | 提出用Bayes方法对小样本或单次运行的仿真输出进行分析,给出了几种条件下的Bayes方法和伽玛分布置信区间的估计方法,提出了Bayes方法中先验分布的确定方法和准则。并用M/M/1排队系统对几种分析方法进行了实例研究。实验结果表明,Bayes方法有明显的优越性和应用前景。
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| 关 键 词： | 离散仿真 单次仿真运行 Bayes方法 |
THE STATISTICAL ANALYSIS METHODS OF SMALL SAMPLE OR SINGLE-REPLICATION SIMULATION |
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| Bao Juwu Feng Yuncheng.THE STATISTICAL ANALYSIS METHODS OF SMALL SAMPLE OR SINGLE-REPLICATION SIMULATION[J].Journal of Beijing University of Aeronautics and Astronautics,1993(2):88-95. |
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| Authors: | Bao Juwu Feng Yuncheng |
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| Institution: | Dept. of Systems Eng. of Aero. Industry |
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| Abstract: | This paper advances that Bayesian methods can be used to analyze small sample or single replication simulation output data, and presents some Bayesian methods and estimating method of confidence interval of Gamma distribution. For these analysis methods,we make some experiment researches by using M/M/1 queueing system. All results show that Bayesian methods have obvious advantages and application future. |
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| Keywords: | discrete-event simulation small sample or single-replication simulation simulation outpur data analysis Bayesian methods confidence interval |
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