Variance reduction in the simulation of a stationary M/G/1 queuing system using refined descriptive sampling

Autor:	Abdelouhab Aloui, Arezki Zioui, Megdouda Ourbih-Tari
Rok vydání:	2015
Předmět:	Statistics and Probability Queueing theory Queue management system FIFO (computing and electronics) Modeling and Simulation Statistics Sampling (statistics) Variance reduction Simple random sample Queue Mathematics Stratified sampling
Zdroj:	Communications in Statistics - Simulation and Computation. :1-12
ISSN:	1532-4141 0361-0918
Popis:	This article analyzes and simulates the stationary FIFO M/G/1 queuing system with different service time distributions using Simple Random Sampling (SRS) and Refined Descriptive Sampling (RDS). Consequently, we design and realize a software under Linux using C language which establishes the performance measures of the M/G/1 queuing system, computes their variances and the variance reduction in order to compare both sampling methods. The simulation results demonstrate that RDS produces more accurate and efficient point estimates of the true parameters and can significantly improve performance sometimes by a huge variance reduction factor in the M/G/1 queue compared to SRS.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::37175b9368a5296612297503c8555a82 https://doi.org/10.1080/03610918.2015.1096374 Zobrazit plný text záznamu