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Achieving Specific Accuracy in Simulation Output Analysis.
- Source :
-
Communications of the ACM . May77, Vol. 20 Issue 5, p310-315. 6p. 4 Charts. - Publication Year :
- 1977
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00010782
- Volume :
- 20
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Communications of the ACM
- Publication Type :
- Periodical
- Accession number :
- 5495652
- Full Text :
- https://doi.org/10.1145/359581.359589