Parameterization of cumulative mean behavior of simulation output data
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Authors
Singham, Dashi I.
Atkinson, Michael P.
Subjects
Advisors
Date of Issue
2014-12
Date
December 2014
Publisher
Language
en_US
Abstract
We develop a new measure of reliability for the mean behavior of a process by calculating the probability that the cumulative sample mean will ever deviate from its long-term mean, and its true mean, over a period of time. This measure can be used as an alternative to estimating system performance using confidence intervals. We derive the tradeoffs between four critical parameters for this measure: the underlying variance of the data, the starting sample size of a procedure, and the precision and confidence in the result.
Type
Article
Description
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
2 p.
Citation
D.I. Singham, M.P. Atkinson, "Parameterization of cumulative mean behavior of simulation output data," Proceedings of the 2014 Winter Simulation Conference, 7-10 Dec 2014, Savannah, GA, pp. 4069-4070
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.