Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Comparison of Perturbation Analysis Estimate and Forward Difference Estimate in a Markov Renewal Process

  • Published : 2000.12.01
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Abstract

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 les mean squared error than the traditional forward difference estimate.

Keywords

References

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