Statistical analysis of simulation output data

Authors:
Robert G. Sargent
Affiliations:
Syracuse University
Venue:
ACM SIGSIM Simulation Digest
Year:
1977

Citing 5
Cited 0

A Time-Sharing Queue with a Finite Number of Customers

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Simulating Stable Stochastic Systems, I: General Multiserver Queues

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Simulating Stable Stochastic Systems, II: Markov Chains

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Simulating Stable Stochastic Systems, VI: Quantile Estimation

Journal of the ACM (JACM)
Time Series Analysis, Forecasting and Control

Time Series Analysis, Forecasting and Control

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Abstract

This paper is a tutorial paper on how to obtain point estimates and confidence intervals of steady state means of simulation output data. The methods of using replications, batch means, and regenerative cycles for obtaining these point and interval estimates are discussed in detail and are applied to a simple time-shared computer model to illustrate their use. A brief discussion is included on using time series methods to obtain these estimates. The advantages and disadvantages of the various methods are given, including specific recommendations as to when certain methods might be used.