The asymptotic variance of a time average in a birth-death process |
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| Authors: | W K Grassmann |
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| Institution: | (1) Department of Computer Science, University of Saskatchewan, S7N 0W0 Saskatoon, Saskatchewan, Canada |
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| Abstract: | The variance of a time average is important for planning, running and interpreting experiments. This paper derives a simple method to find this variance for the case of a Markov process. This method is then applied to obtain the variance of a time average for the case of a birth-death process. |
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| Keywords: | Time-average variance estimation birth-death process |
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