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) |
|---|---|
| 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 |
|---|---|
| Volume | Part F129590 |
| ISSN (Print) | 0891-7736 |
Other
| Other | 25th Conference on Winter Simulation, WSC 1993 |
|---|---|
| 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
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Uniform and bootstrap resampling of empirical distributions. / Barton, Russell Richard; Schruben, Lee W.
Proceedings of the 25th Conference on Winter Simulation, WSC 1993. ed. / William E. Biles; Gerald W. Evans; Edward C. Russell; Mansooreh Mollaghasemi. Institute of Electrical and Electronics Engineers Inc., 1993. p. 503-508 (Proceedings - Winter Simulation Conference; Vol. Part F129590).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 -