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Author Fishman, George S.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Ratio estimator ♦ Stopping rule ♦ Simulation ♦ Variance reduction ♦ Regenerative property ♦ Sequential estimation ♦ Confidence interval
Abstract This paper extends the use of the regenerative property of queueing systems in the analysis of simulation output. In particular, it describes a sequential estimation method which when used with the regenerative property allows results to be obtained with specified statistical accuracy. This method includes a test to check the normality assumption on which the sequential procedure relies. The paper illustrates the method using the empty and idle state as the regenerative state. A second example then describes how using the most frequently entered state as the regenerative state reduces the chance of making a costly error in a preliminary simulation run. The paper also described how a variance reduction method due to Page [9] can be used to obtain a specified accuracy with considerably fewer job completions than are required when no variance reduction technique is applied.
Description Affiliation: Univ. of North Carolina, Chapel Hill (Fishman, George S.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 20
Issue Number 5
Page Count 6
Starting Page 310
Ending Page 315

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Source: ACM Digital Library