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Statistical Analysis for Queueing Simulations

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  • George S. Fishman

    (Yale University)

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.

Suggested Citation

  • George S. Fishman, 1973. "Statistical Analysis for Queueing Simulations," Management Science, INFORMS, vol. 20(3), pages 363-369, November.
    • Handle: RePEc:inm:ormnsc:v:20:y:1973:i:3:p:363-369
    DOI: 10.1287/mnsc.20.3.363
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    Cited by:

    1. Crawford, J. W. & Gallwey, T. J., 2000. "Bias and variance reduction in computer simulation studies," European Journal of Operational Research, Elsevier, vol. 124(3), pages 571-590, August.
    2. Park, Daesu & Willemain, Thomas R., 1999. "The threshold bootstrap and threshold jackknife," Computational Statistics & Data Analysis, Elsevier, vol. 31(2), pages 187-202, August.

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