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.

CACM May, 1977

Fishman, G. S.

confidence in terval, ratio estimator, regenerative
property, sequential estimator, simulation, 
stopping rule, variance reduction

5.5 8.1

CA770502 JB December 29, 1977  2:43 AM

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