Statistical Analysis for Queueing Simulations

George S. Fishman
Additional contact information
George S. Fishman: Yale University

Management Science, 1973, vol. 20, issue 3, 363-369

Abstract: This paper presents a method for estimating the variances of sample performance measures in queueing simulations, for removing the bias in these sample measures due to initial conditions and for deriving approximating confidence intervals for the true performance measures. It also describes how a variance reduction can be achieved using the method when comparing performance measures for two queue disciplines. The approach requires only that every time the system passes through the empty and idle condition future behavior is independent of past behavior.

Date: 1973
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.20.3.363 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:20:y:1973:i:3:p:363-369

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().