### Abstract

Stochastic simulation models are used to predict the behavior of real systems whose components have random variation. The simulation model generates artificial random quantities based on the nature of the random variation in the real system. Very often, the probability distributions occurring in the real system are unknown, and must be estimated using finite samples. This paper presents two ways to estimate simulation model output errors due to the errors in the empirical distributions used to drive the simulation. These approaches are applied to simulations of the M/M/1 queue with an empirically sampled interarrivai time. They capture components of variance in the estimate of mean time in the system that are ignored when the empirical distribution is treated as the true distribution.

Original language | English (US) |
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Title of host publication | Proceedings of the 25th Conference on Winter Simulation, WSC 1993 |

Editors | William E. Biles, Gerald W. Evans, Edward C. Russell, Mansooreh Mollaghasemi |

Publisher | Institute of Electrical and Electronics Engineers Inc. |

Pages | 503-508 |

Number of pages | 6 |

ISBN (Electronic) | 078031381X |

DOIs | |

State | Published - Dec 1 1993 |

Event | 25th Conference on Winter Simulation, WSC 1993 - Los Angeles, United States Duration: Dec 12 1993 → Dec 15 1993 |

### Publication series

Name | Proceedings - Winter Simulation Conference |
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Volume | Part F129590 |

ISSN (Print) | 0891-7736 |

### Other

Other | 25th Conference on Winter Simulation, WSC 1993 |
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Country | United States |

City | Los Angeles |

Period | 12/12/93 → 12/15/93 |

### Fingerprint

### All Science Journal Classification (ASJC) codes

- Software
- Modeling and Simulation
- Computer Science Applications

### Cite this

*Proceedings of the 25th Conference on Winter Simulation, WSC 1993*(pp. 503-508). (Proceedings - Winter Simulation Conference; Vol. Part F129590). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1145/256563.256699

}

*Proceedings of the 25th Conference on Winter Simulation, WSC 1993.*Proceedings - Winter Simulation Conference, vol. Part F129590, Institute of Electrical and Electronics Engineers Inc., pp. 503-508, 25th Conference on Winter Simulation, WSC 1993, Los Angeles, United States, 12/12/93. https://doi.org/10.1145/256563.256699

**Uniform and bootstrap resampling of empirical distributions.** / Barton, Russell Richard; Schruben, Lee W.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

TY - GEN

T1 - Uniform and bootstrap resampling of empirical distributions

AU - Barton, Russell Richard

AU - Schruben, Lee W.

PY - 1993/12/1

Y1 - 1993/12/1

N2 - Stochastic simulation models are used to predict the behavior of real systems whose components have random variation. The simulation model generates artificial random quantities based on the nature of the random variation in the real system. Very often, the probability distributions occurring in the real system are unknown, and must be estimated using finite samples. This paper presents two ways to estimate simulation model output errors due to the errors in the empirical distributions used to drive the simulation. These approaches are applied to simulations of the M/M/1 queue with an empirically sampled interarrivai time. They capture components of variance in the estimate of mean time in the system that are ignored when the empirical distribution is treated as the true distribution.

AB - Stochastic simulation models are used to predict the behavior of real systems whose components have random variation. The simulation model generates artificial random quantities based on the nature of the random variation in the real system. Very often, the probability distributions occurring in the real system are unknown, and must be estimated using finite samples. This paper presents two ways to estimate simulation model output errors due to the errors in the empirical distributions used to drive the simulation. These approaches are applied to simulations of the M/M/1 queue with an empirically sampled interarrivai time. They capture components of variance in the estimate of mean time in the system that are ignored when the empirical distribution is treated as the true distribution.

UR - http://www.scopus.com/inward/record.url?scp=85031671570&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85031671570&partnerID=8YFLogxK

U2 - 10.1145/256563.256699

DO - 10.1145/256563.256699

M3 - Conference contribution

T3 - Proceedings - Winter Simulation Conference

SP - 503

EP - 508

BT - Proceedings of the 25th Conference on Winter Simulation, WSC 1993

A2 - Biles, William E.

A2 - Evans, Gerald W.

A2 - Russell, Edward C.

A2 - Mollaghasemi, Mansooreh

PB - Institute of Electrical and Electronics Engineers Inc.

ER -