CDA6530: Performance Models of Computers and Networks
Chapter 9:Statistical Analysis of
Simulated Data and Confidence Interval

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2
Sample Mean
R.v. X:
E[X]=
θ
, Var[X]=
σ
2
Q: how to use simulation to derive?
Simulate X repeatedly
X
1
,
, X
n
are i.i.d., =
statistic
X
Sample mean:
¯
X
≡
n
X
i
=1
X
i
n
E
[
¯
X
] =
θ
V ar
(
¯
X
) =
σ
2
n