Some experiments with a run length control for simulations on PCs

  • Authors:
  • Ralph Duersch;Lee W. Schruben

  • Affiliations:
  • General Electric Company, Schenectady, NY;Cornell Univ., Ithaca, NY

  • Venue:
  • ANSS '87 Proceedings of the 20th annual symposium on Simulation
  • Year:
  • 1987

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Abstract

This paper describes an implementation and the performance of a new confidence interval estimation technique that determines how long a simulation should be run to produce results that satisfy a relative precision criterion. This technique also identifies initial transients and ignores transient data points when determining run length. It has been implemented for use with personal computers (PCs) and four different models are used to demonstrate the performance of the procedure.