Variance of Var-of-CE estimator using ANOVA formula

버전 1.2 (1.63 KB) 작성자: Shahid Abdulla
Code for Var({\hat{\sigma}}^2_M) of "Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation", OR, 59(4), 2011
다운로드 수: 19
업데이트 날짜: 2019/4/22

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Companion Material for IIM Kozhikode working paper "Deriving variance of ANOVA-based estimator ${\hat{\sigma}}^2_M$ when using differing $n_k$, $1\leq{k}\leq{K}$", by Mohammed Shahid Abdulla and L Ramprasath, submitted 31 Mar 2019.

인용 양식

Shahid Abdulla (2024). Variance of Var-of-CE estimator using ANOVA formula (https://www.mathworks.com/matlabcentral/fileexchange/71081-variance-of-var-of-ce-estimator-using-anova-formula), MATLAB Central File Exchange. 검색됨 .

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버전 게시됨 릴리스 정보
1.2

Updated to adjust for centralized command-line script Coefficients_In_Var_Of_VarOfCE_Estimator.m that calculates closed-form variance of both n*- and n_k-based ANOVA estimator for Var-of-CE. Script mentioned is in MATLAB repository with like name.

1.1

Minor bug correction. Input parameters in file are taken from experiment in T. Goda, OR Letters, 45(1), 2017 - Experiment No. 1.

1.0.0