Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators
Many commonly used estimators of the variance of the sample mean from a covariance-stationary process can be written as quadratic forms. We study the class of quadratic-form estimators algebraically and graphically, including five specific types of estimators, some from the literature and some that...
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| Veröffentlicht in: | Operations research 1993-05, Vol.41 (3), p.501-517 |
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| creator | Song, Wheyming Tina Schmeiser, Bruce W |
| description | Many commonly used estimators of the variance of the sample mean from a covariance-stationary process can be written as quadratic forms. We study the class of quadratic-form estimators algebraically and graphically, including five specific types of estimators, some from the literature and some that are new. Finite and asymptotic bias, variance, and covariance are derived and examined, with emphasis on developing intuition and insight by interpreting these properties graphically. The graphs depict the nonoptimal statistical behavior of some of the simulation literature estimators such as nonoverlapping batch means, as well as the better behavior of estimators obtained by overlapping batches. |
| doi_str_mv | 10.1287/opre.41.3.501 |
| format | Article |
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The graphs depict the nonoptimal statistical behavior of some of the simulation literature estimators such as nonoverlapping batch means, as well as the better behavior of estimators obtained by overlapping batches.</description><subject>Algebra</subject><subject>Autocorrelation</subject><subject>Coefficients</subject><subject>Estimating techniques</subject><subject>Estimation bias</subject><subject>Estimators</subject><subject>Estimators for the mean</subject><subject>Exact sciences and technology</subject><subject>Graphs</subject><subject>Inference from stochastic processes; time series analysis</subject><subject>Mathematics</subject><subject>Operations research</subject><subject>Probability and statistics</subject><subject>Sample mean</subject><subject>Sample size</subject><subject>Sciences and techniques of general use</subject><subject>Simulation</subject><subject>simulation: statistical analysis</subject><subject>Statistical methods</subject><subject>Statistical 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| fulltext | fulltext |
| identifier | ISSN: 0030-364X |
| ispartof | Operations research, 1993-05, Vol.41 (3), p.501-517 |
| issn | 0030-364X 1526-5463 |
| language | eng |
| recordid | cdi_highwire_informs_opres_41_3_501 |
| source | INFORMS PubsOnLine; Business Source Complete; Periodicals Index Online; JSTOR Archive Collection A-Z Listing |
| subjects | Algebra Autocorrelation Coefficients Estimating techniques Estimation bias Estimators Estimators for the mean Exact sciences and technology Graphs Inference from stochastic processes time series analysis Mathematics Operations research Probability and statistics Sample mean Sample size Sciences and techniques of general use Simulation simulation: statistical analysis Statistical methods Statistical variance Statistics statistics: estimation Stochastic models Time series Variance analysis |
| title | Variance of the Sample Mean: Properties and Graphs of Quadratic-Form Estimators |
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