Accession Number : AD0765338

Title :   Statistical Analysis of Discrete-Event Simulations.

Descriptive Note : Technical rept.,

Corporate Author : CONTROL ANALYSIS CORP PALO ALTO CALIF

Personal Author(s) : Crane,Michaerl A. ; Iglehart,Donald L.

Report Date : JUL 1973

Pagination or Media Count : 30

Abstract : The paper surveys past and ongoing work by the authors in statistical analysis of simulations. An earlier developed technique for analyzing simulations of GI/G/S queues and Markov chains is shown to apply to discrete-event simulations which can be modeled as regenerative processes. It is possible to address questions of simulation run duration and of starting and stopping simulations because of the existence of a random grouping of observations which produces independent identically distributed blocks in the course of the simulation. This grouping allows one to obtain confidence intervals for a general function of the steady-state distribution of the process being simulated. The technique is illustrated with a simulation of a retail inventory distribution system. (Modified author abstract)

Descriptors :   (*STOCHASTIC PROCESSES, SIMULATION), (*INVENTORY CONTROL, DISTRIBUTION FUNCTIONS), SAMPLING, QUEUEING THEORY, RANDOM VARIABLES, CONFIDENCE LIMITS, APPROXIMATION(MATHEMATICS), THEOREMS

Subject Categories : Administration and Management
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE