Controlling the Precisions of Estimated Means in Interactive Simulations

Kimmo E. E. Raatikainen: Controlling the Precisions of Estimated Means in Interactive Simulations. Report C-1992-46, Department of Computer Science, University of Helsinki, October 1992. 26 pages. <http://www.cs.helsinki.fi/TR/C-1992/46>

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Abstract

The computing power of modern workstations has made it possible to simulate many queueing systems interactively. Recent development in simulation software has mainly concentrated on interactive facilities. Unfortunately the precision of estimates has widely been overlooked in interactive simulation. In this paper we propose a method for controlling the precisions of estimated means during an interactive simulation run. Since in a typical situation of interactive simulation the user is simultaneously interested in several means, we consider both the simultaneous precision and individual precisions of the estimated means. The method is based on the existing methods for estimating standard errors and on the Bonferroni inequality. The Bonferroni inequality is used to obtain a lower bound for the simultaneous precision.

Index Terms

Categories and Subject Descriptors:
D.2.2, I.6.6, I.6.8

General Terms:

Additional Key Words and Phrases: Confidence estimation, Graphical user interface, Interactive simulation, Queueing network simulation, Run-length control, Sequential estimation, Simultaneous inference.