Further investigation into spectral analysis for confidence intervals in steady state simulations

  • Authors:

  • Neil B. Marks

  • Affiliations:

  • -

  • Venue:
  • WSC '81 Proceedings of the 13th conference on Winter simulation - Volume 2
  • Year:
  • 1981

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Abstract

In using spectral analysis for confidence intervals in steady state simulations, the parameter 1 must be specified. This quantity determines the order of the covariances which are needed in computation of the standard error. This paper investigates the effect of 1 on the standard error using a small experiment conducted on four queueing systems.