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The Bootstrap method application in simulation supposes that value of randomvariables are not generated during the simulation process but extracted fromavailable sample populations. In the case of Hierarchical Bootstrap thefunction of interest is calculated recurrently using the calculation tree. Inthe present paper we consider the optimization of sample sizes in each vertexof the calculation tree. The dynamic programming method is used for this aim.Proposed method allows to decrease a variance of system characteristicestimators.

Discrete Optimization of Statistical Sample Sizes in Simulation by Using the Hierarchical Bootstrap Method