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Efficient Estimators for Simulated Queueing Systems

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  • Averill M. Law

    (University of Wisconsin)

Abstract

In this paper we consider efficient estimators for simulated queueing systems. It is shown to be more efficient to estimate all of the usual first moment measures of performance from an estimate of mean delay in queue than to estimate them directly. For single-server queues an estimator is introduced which is more efficient than the normal estimator of mean delay in queue.

Suggested Citation

  • Averill M. Law, 1975. "Efficient Estimators for Simulated Queueing Systems," Management Science, INFORMS, vol. 22(1), pages 30-41, September.
    • Handle: RePEc:inm:ormnsc:v:22:y:1975:i:1:p:30-41
    DOI: 10.1287/mnsc.22.1.30
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    Cited by:

    1. Rayadurgam Srikant & Ward Whitt, 1999. "Variance Reduction in Simulations of Loss Models," Operations Research, INFORMS, vol. 47(4), pages 509-523, August.

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