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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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We introduce ASAP2, a variant of the batch-means algorithm ASAP for steady-state simulation output analysis. ASAP2 operates as follows: the batch size is progressively increased until the batch means pass the Shapiro-Wilk test for multivariate normality; and then ASAP delivers an adjusted confidence interval. The latter adjustment is based on an inverted Cornish-Fisher expansion for the classical NOBM t-ratio, where the terms of the expansion are estimated via an order-one autoregressive time series model of the batch means. In comparison to the widely used ABATCH and LBATCH algorithms, we found ASAP2 to deliver confidence intervals that not only satisfy a user-specified absolute or relative precision requirement but also outperform ABATCH and LBATCH with respect to confidence-interval coverage probability.
