| Authors: |
Adriaan Schmidt, Krzysztof Pawlikowsk, Don McNickle |
Published in:  |
(2009).ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera. European Council for Modeling and Simulation. doi:10.7148/2009 ISBN: 978-0-9553018-8-9 23rd European Conference on Modelling and Simulation, Madrid, June 9-12, 2009 |
| Citation format: |
Schmidt, A., Pawlikowski, K., & McNickle, D. (2009). Sequential Estimation Of The Steady-State Variance In Discrete Event Simulation. ECMS 2009 Proceedings edited by J. Otamendi, A. Bargiela, J. L. Montes, L. M. Doncel Pedrera (pp. 630-635). European Council for Modeling and Simulation. doi:10.7148/2009-0630-0635 |
| DOI: |
http://dx.doi.org/10.7148/2009-0630-0635 |
| Abstract: |
For sequential output data analysis in non-terminating discrete-event simulation, we consider three methods of point and interval estimation of the steady-state variance. We assess their performance in the analysis of the output of queueing simulations by means of experimental cover- age analysis. Over a range of models, estimating variances turns out to involve considerably more observations than estimating means. Thus, selecting estimators with good performance characteristics is even more important. |
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