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      층화추출에 의한 통제변수의 시뮬레이션 성과분석 = Simulation Analysis of Control Variates Method Using Stratified sampling

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      https://www.riss.kr/link?id=A105686661

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      다국어 초록 (Multilingual Abstract)

      This research suggests a unified scheme for using stratified sampling and control variates method to improve the efficiency of estimation for parameters in simulation experiments. We utilize standardized concomitant variables defined during the course of simulation runs. We first use these concomitant variables to counteract the unknown error of response by the method of control variates, then use a concomitant variable not used in the controlled response and stratify the response into appropriate strata to reduce the variation of controlled response additionally. In case that the covariance between the response and a set of control variates is known, we identify the simulation efficiency of suggested method using control variates and stratified sampling. We conjecture the simulation efficiency of this method is better than that achieved by separated application of either control variates or stratified sampling in a simulation experiments. We investigate such an efficiency gain through simulation on a selected model.
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      This research suggests a unified scheme for using stratified sampling and control variates method to improve the efficiency of estimation for parameters in simulation experiments. We utilize standardized concomitant variables defined during the course...

      This research suggests a unified scheme for using stratified sampling and control variates method to improve the efficiency of estimation for parameters in simulation experiments. We utilize standardized concomitant variables defined during the course of simulation runs. We first use these concomitant variables to counteract the unknown error of response by the method of control variates, then use a concomitant variable not used in the controlled response and stratify the response into appropriate strata to reduce the variation of controlled response additionally. In case that the covariance between the response and a set of control variates is known, we identify the simulation efficiency of suggested method using control variates and stratified sampling. We conjecture the simulation efficiency of this method is better than that achieved by separated application of either control variates or stratified sampling in a simulation experiments. We investigate such an efficiency gain through simulation on a selected model.

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      참고문헌 (Reference)

      1 Sethi,V.K, "note on Optimum Stratification of populations for estimating population means" 5 : 20-33, 1963

      2 Kwon, C, "Strategies for Combining Antithetic Variates and Control Varuates in Designed Simulation Experiments" 40 (40): 1021-1034, 1994

      3 Kleijnen J.P.C, "Statistical Techniques in Simulation, Part I" Marcel Decker 1974

      4 Pritsker, A.A.B, "Simulation with Visual SLAM and AWeSim" John Wiley & Sons 1999

      5 Law, A.M, "Simulation Modeling and Analysis" MacGraw-Hill 2000

      6 Cochran, W.C, "Sampling Techniques" John Wiley & Sons 1977

      7 Schruben, L.W, "Pseudo-random Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments" 73 : 504-525, 1978

      8 Wilson, J.R, "Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables" 30 : 1459-1472, 1984

      9 Kwon, C, "Combined Correlation Methods for Meta-model Estimation in Multi-population Simulation Experiments" 49 : 49-75, 1994

      10 Anderson, T. W, "An Introduction to Multivariates Statistical Analysis" John Wiley & Sons 1984

      1 Sethi,V.K, "note on Optimum Stratification of populations for estimating population means" 5 : 20-33, 1963

      2 Kwon, C, "Strategies for Combining Antithetic Variates and Control Varuates in Designed Simulation Experiments" 40 (40): 1021-1034, 1994

      3 Kleijnen J.P.C, "Statistical Techniques in Simulation, Part I" Marcel Decker 1974

      4 Pritsker, A.A.B, "Simulation with Visual SLAM and AWeSim" John Wiley & Sons 1999

      5 Law, A.M, "Simulation Modeling and Analysis" MacGraw-Hill 2000

      6 Cochran, W.C, "Sampling Techniques" John Wiley & Sons 1977

      7 Schruben, L.W, "Pseudo-random Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments" 73 : 504-525, 1978

      8 Wilson, J.R, "Experimental Evaluation of Variance Reduction Techniques for Queueing Simulation Using Generalized Concomitant Variables" 30 : 1459-1472, 1984

      9 Kwon, C, "Combined Correlation Methods for Meta-model Estimation in Multi-population Simulation Experiments" 49 : 49-75, 1994

      10 Anderson, T. W, "An Introduction to Multivariates Statistical Analysis" John Wiley & Sons 1984

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      학술지 이력

      학술지 이력
      연월일 이력구분 이력상세 등재구분
      2026 평가예정 재인증평가 신청대상 (재인증)
      2020-01-01 평가 등재학술지 유지 (재인증) KCI등재
      2017-01-01 평가 등재학술지 유지 (계속평가) KCI등재
      2013-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2010-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2007-01-01 평가 등재학술지 선정 (등재후보2차) KCI등재
      2006-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
      2005-06-22 학술지명변경 외국어명 : 미등록 -> JOURNAL OF THE KOREA SOCIETY FOR SIMULATION KCI등재후보
      2004-01-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
      2004-01-01 평가 등재후보 탈락 (등재후보1차)
      2002-01-01 평가 등재후보 1차 FAIL (등재후보1차) KCI등재후보
      2000-07-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
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      학술지 인용정보

      학술지 인용정보
      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 0.3 0.3 0.32
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      0.28 0.25 0.541 0.11
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