Var of Var-of-CE when using Sun-Apley-Staum ANOVA

Version 1.0.0 (2.03 KB) by Shahid Abdulla
Sun-Apley-Staum (SAS) propose using 20% of budget to run a pilot simulation and infer an n* estimate, which they use further.
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Updated 9 Aug 2019

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Sun-Apley-Staum (SAS) propose using 20% of budget to run a pilot simulation and infer an n* estimate, which they use with 80% of the sampling budget to estimate Var-of-CE. This code calculates the closed-form variance of the Var-of-CE estimate where the protocol is such that d*C is used for pilot simulation and (1-d)*C is used for main Var-of-CE estimation. It calls a script from within, viz. Variance_Of_ANOVA_Var_Of_CE_Estimator.m for each such (d, (1-d)) comibination - currently set to d=0.2, 0.4, 0.6, 0.8.

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Closed-Form Variance of Var-of-CE when using Sun-Apley-Staum ANOVA-based Var-of-CE estimator. Code made available as supplement to publication review process.

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Created with R2019a
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Version Published Release Notes
1.0.0