Research and Advances

Achieving specific accuracy in simulation output analysis


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.

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