We discuss Skart, an automated batch-means procedure for constructing a skewness-and autoregression-adjusted confidence interval for the steady-state mean of a simulation output process. Skart is a sequential procedure designed to deliver a confidence interval that satisfies user-specified requirements concerning not only coverage probability but also the absolute or relative precision provided by the half-length. Skart exploits separate adjustments to the half-length of the classical batch-means confidence interval so as to account for the effects on the distribution of the underlying Student's t-statistic that arise from nonnormality and autocorrelation of the batch means. Skart also delivers a point estimator for the steady-state mean that is approximately free of initialization bias. In an experimental performance evaluation involving a wide range of test processes, Skart compared favorably with other simulation analysis methods-namely, its predecessors ASAP3, WASSP, and SBatch as well as ABATCH, LBATCH, the Heidelberger-Welch procedure, and the Law-Carson procedure. 978-1-4244-2708-6/08/$25.00 THE METHOD OF BATCH MEANSIn the method of nonoverlapping batch means (NBM), the outputs fX i W i D 1; : : : ng are divided into k adjacent nonoverlapping batches, each of size m, where we assume n D km and both k and m are sufficiently large to ensure that the resulting batch means are at least approximately independent and identically distributed (i.i.d.) normal random variables. The sample mean for the j th batch is AUTHOR BIOGRAPHIES

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An experimental performance evaluation of ASAP3 is presented, including several queueing systems with characteristics typically encountered in practical applications of steadystate simulation analysis procedures. Based on the method of nonoverlapping batch means, ASAP3 is a sequential procedure designed to produce a confidence-interval estimator of a steady-state mean response that satisfies user-specified precision and coverage-probability requirements. ASAP3 is compared with its predecessor ASAP and the batch means procedure of Law and Carson (LC) in the following test problems: (a) queue waiting times in the M/M/1/LIFO, M/H 2 /1, and M/M/1 queues with 80% server utilization; and (b) response (sojourn) times in a central server model of a computer system. Regarding conformance to the given precision and coverage-probability requirements, ASAP3 compared favorably with the ASAP and LC procedures. Regarding the average sample sizes needed to satisfy progressively more stringent precision requirements, ASAP3's efficiency was reasonable for the given test problems.