The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation.

Autor: Tamiti, Kenza, Ourbih-Tari, Megdouda, Aloui, Abdelouhab, Idjis, Khelidja
Předmět:
Zdroj: Monte Carlo Methods & Applications; 2018, Vol. 24 Issue 3, p165-178, 14p, 1 Diagram, 10 Charts, 20 Graphs
Abstrakt: This paper deals with Monte Carlo simulation and focuses on the use of the concepts of variance reduction, relative error and bias in testing the performance of stationary M/G/1 retrial queues estimators using either Random Sampling (RS) or Refined Descriptive Sampling (RDS) to generate input samples. For this purpose, a software under Linux system using the C compiler was designed and realized providing the performance measures of such system and the statistical concepts of bias, relative error and accuracy using both sampling methods. As a conclusion, it has been shown that the performance of stationary M/G/1 retrial queues estimators is better using RDS than RS and sometimes by a substantial variance reduction factor. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index