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。
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.
出处
《北京航空航天大学学报》
EI
CAS
CSCD
北大核心
1993年第2期88-95,共8页
Journal of Beijing University of Aeronautics and Astronautics
关键词
离散仿真
单次仿真运行
BAYES方法
discrete-event simulation, small sample or single-replication simulation, simulation outpur data analysis,Bayesian methods,confidence interval.
