Accession Number : AD0613272

Title :   MEAN VALUE ESTIMATION FROM DIGITAL COMPUTER SIMULATION,

Corporate Author : SYSTEM DEVELOPMENT CORP SANTA MONICA CALIF

Personal Author(s) : Gafarian,A. V. ; Ancker,C. J. ,Jr.

Report Date : 22 MAR 1965

Pagination or Media Count : 45

Abstract : Terminating and non-terminating stochastic processes are studied. If digital simulation is used, either a time-slicing or an event-sequencing technique may be used to obtain an estimate of some measure (mean value in our case) of system performance. We consider the variance of the estimate to be the basic measure for determining the goodness of the estimate. Three points are examined: (1) unbiasedness of the estimate, (2) efficiency of the estimate, and (3) variance reduction techniques. For the nonterminating case a large class of steady state processes having a negative exponential covariance function is studied and curves and specific examples are derived. Replication is shown to be generally superior to increasing the length of a run. For the terminating case, a general expression for efficiency is derived and again replication is shown to be the superior variance reduction technique. All results are equally valid for discrete or continuous processes. (Author)

Descriptors :   (*SYSTEMS ENGINEERING, MATHEMATICAL PREDICTION), (*STOCHASTIC PROCESSES, ANALYSIS OF VARIANCE), PROBABILITY, SEQUENTIAL ANALYSIS, QUEUEING THEORY, COMPLEX VARIABLES, DIGITAL COMPUTERS, SIMULATION, MATHEMATICAL MODELS

Distribution Statement : APPROVED FOR PUBLIC RELEASE