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Digital Library of the
European Council for Modelling and Simulation |
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Title: |
Sequential Estimation Of The Steady-State Variance In Discrete Event
Simulation |
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Authors: |
Adriaan Schmidt, Krzysztof Pawlikowsk, Don McNickle |
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Published in:
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(2009).ECMS
2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel
Pedrera. European Council for Modeling and
Simulation. doi:10.7148/2009 ISBN: 978-0-9553018-8-9 23rd
European Conference on Modelling and Simulation, Madrid, June
9-12, 2009 |
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Citation
format: |
Schmidt, A., Pawlikowski,
K., & McNickle, D. (2009). Sequential
Estimation Of The Steady-State Variance In Discrete Event Simulation. ECMS
2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera (pp.
630-635). European Council for Modeling and Simulation. doi:10.7148/2009-0630-0635 |
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DOI: |
http://dx.doi.org/10.7148/2009-0630-0635 |
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Abstract: |
For
sequential output data analysis in non-terminating discrete-event simulation,
we consider three methods of point and interval estimation of the
steady-state variance. We assess their performance in the analysis of the
output of queueing simulations by means of
experimental cover- age analysis. Over a range of models, estimating
variances turns out to involve considerably more observations than estimating
means. Thus, selecting estimators with good performance characteristics is
even more important. |
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