| 仿真输出分析中的BAYES方法 |
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| 引用本文： | 鲍居武 张鸿瑞. 仿真输出分析中的BAYES方法[J]. 系统仿真学报, 1993, 5(3): 35-42,47 |
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| 作者姓名： | 鲍居武 张鸿瑞 |
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| 作者单位： | 北京航空航天大学管理学院(鲍居武)，北京理工大学(张鸿端) |
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| 摘 要： | 本文提出用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。并用M/M/I排队系统对几种方法进行了实例研究。实验结果表明,在处理小样本或单次仿真运行时Bayes方法有明显的优越性和应用前景。
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| 关 键 词： | 仿真输出 分析 Bayes方法 随机过程 |
Bayesian Methods for Simulation Output Data Analysis |
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| Bao Juwu Zhang HongduanBeijing University of Aeronautics and Astronautios Beijing Institute of Technology. Bayesian Methods for Simulation Output Data Analysis[J]. Journal of System Simulation, 1993, 5(3): 35-42,47 |
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| Authors: | Bao Juwu Zhang HongduanBeijing University of Aeronautics and Astronautios Beijing Institute of Technology |
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| Affiliation: | Bao Juwu Zhang HongduanBeijing University of Aeronautics and Astronautios Beijing Institute of Technology |
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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 output data analysis Bayesian methods Confidence interval |
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