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possible
outcome
for keeper
and crane
queues?
For validation, simulate long enough.
Half widths
Half width determination by Arena: statistical analysis of samples. Arena help file:
Homework:
Appendices B,C,D of lecture notes.
Randomization
Random generator is in fact deterministic!
Replaying same model gives same result.
Still, it has all characteristics of "true" random generator
(no "fairness").
Sample average/stddev:
x = 0.9408, s = 0.02485. how do you compute s?
s a
a - confidence interval: x .z
n 2
Confidence interval matching
Computed 0.95 - confidence interval should match
Arena's half width.
Arena half width should (for large n) approximate
s 0.05
.z 1.96( s / n )
n 2
Consequences:
- You can be 99.99% confident, but not 100%.
- Four times longer simulation halves confidence int.
- high variance = low confidence
Comparisons
Many simulation studies (e.g. DCT example) are about
relative shortage of resources, leading to queues.
Compare possible solutions through simulation.
Simulation yields to following reports:
Sol1 better?
Number waiting Average Half Width
res1.Queue 4.18 1.20
First samples:
less variance, higher confidence, shorter simulation run
Variance reduction 1
Large half widths caused by high subrun variance,
require very long simulations for acceptable confidence.