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Evaluation of commonly used rules for detecting “steady state” in computer simulation

Author

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  • A. V. Gafarian
  • C. J. Ancker
  • T. Morisaku

Abstract

A definition of the problem of the initial transient with respect to the steady‐state mean value has been formulated. A set of criteria has been set forth by which the efficaacy of any proposed rule may be assessed. Within this framework, five heuristic rules for predicting the approximate end of transiency, four of which have been quoted extensively in the simulation literature, have been evaluated in the M/M/1 situation. All performed poorly and are not suitable for their intended use.

Suggested Citation

  • A. V. Gafarian & C. J. Ancker & T. Morisaku, 1978. "Evaluation of commonly used rules for detecting “steady state” in computer simulation," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 25(3), pages 511-529, September.
    • Handle: RePEc:wly:navlog:v:25:y:1978:i:3:p:511-529
    DOI: 10.1002/nav.3800250312
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    Cited by:

    1. Enver Yücesan, 1993. "Randomization tests for initialization bias in simulation output," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(5), pages 643-663, August.

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