A Comparison Study of Parametric and Semiparametric Bootstrapping in Deterministic Simulation
In deterministic simulation model, kriging predictor is an exact interpolation which ignores the randomness of errors in sampled Input/Output (I/O) data. Inserting kriging model parameter estimators based on sampled I/O data into kriging predictors produced underestimated or biased variance estimator. This paper is a comparative study for two methods of unbiased variance generic estimators of kriging prediction, which were obtained by inserting randomness of sampled output into deterministic simulation model. This randomness was generated by semiparametric bootstrapping and parametric bootstrapping. Comparison of the performance of both bootstrapping would be measured on a small number of unsampled input points (untried points) by considering: (i) estimation values of both generic estimators of kriging variance (bootstrap kriging variance), (ii) coverage probability and length of confidence interval of Kriging prediction of both boostrappings. Simulation with bootstrap sample size and various data dimension, showed smaller estimation of semiparametric bootstrap kriging variance than parameteric. Coverage probability of semiparametric and parametric bootstrap percentiles were exactly the same as nominal coverages, while standard normal coverage based on parametric bootstrapping was very different from nominal coverage. Length of estimation of confidence interval based on semiparametric bootstrapped was shorter than parametric. Generally, the performance of semiparametric bootstrapping gave was better than parametric bootstrapping.
Disclaimer/Regarding indexing issue:
We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.