Variance-based sampling for simulating cycle time—throughput curves using simulation-based estimates

J W Fowler, S E Leach, G T Mackulak and B L Nelson

Journal of Simulation, 2008, vol. 2, issue 2, 69-80

Abstract: Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through naïve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the naïve allocation.

Date: 2008
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1057/palgrave.jos.4250033 (text/html)
Access to full text is restricted to subscribers.

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:taf:tjsmxx:v:2:y:2008:i:2:p:69-80

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/tjsm20

DOI: 10.1057/palgrave.jos.4250033

Access Statistics for this article

Journal of Simulation is currently edited by Christine Currie

More articles in Journal of Simulation from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().