Modeling and Simulation (408360

)

Eng. Ghada Al-Mashaqbeh

Output Analysis
Case 2: Nonterminating (Steady State) Simulation
Again, consider the simulation example found in Chapter 1 (single server service system). But here we have
made a long simulation run to get steady state results. We are interested in measuring the queuing delay of
customers (discrete quantity). The obtained results are as shown below (results are ordered column by
column where D1 = 11.5 is the queuing delay of customer 1, D2 = 13.2 is the queuing delay of customer 2,
and so on):
11.5
13.2
4.4
10
8.9
11.3
9.9
3
6.7
8

10.8
11.4
9.4
10.5
6
12.3
8
7.6
9.6
8.7

8
9.2
8.7
8.6
4.7
13.5
9.2
9.9
10.7
9.5

5.6
7.6
9.9
13.5
8.9
9.8
8.7
5.5
8.5
12.3

11.9
10.5
6.7
6
10.8
8
8.6
11.4
10.4
6.6

12.1
8.6
7.8
8.8
9.2
7.6
7.7
10.2
11.2
9

4.5
13.3
8.9
11.5
5.6
12.1
11.7
9.8
10.8
10.3

3
6
4.7
12.1
11.8
8.6
9.9
11.5
12.5
8.3

10.2
8.8
14.3
11.9
8.4
7.8
10.1
13.5
10.2
12.9

9.8
11.5
5.8
5.6
10.5
8.8
9.1
8.6
9.6
8.5

1. Compute the batch mean of this simulation run based on the point estimator with k = 9, assume the warmup
period = 10.
2. Compute the 90% and 95% confidence interval (CI) for this mean:

Solution:
1) Batch Mean Computation using point estimator:
a) Divide the long simulation run into k (9) batches where we have 90 value so the batch size = 10 (ignore
the first 10 values which are in the warmup period):
Batch 1
10.8
11.4
9.4
10.5
6
12.3
8
7.6
9.6
8.7

Batch 2
8
9.2
8.7
8.6
4.7
13.5
9.2
9.9
10.7
9.5

Batch 3
5.6
7.6
9.9
13.5
8.9
9.8
8.7
5.5
8.5
12.3

Batch 4
11.9
10.5
6.7
6
10.8
8
8.6
11.4
10.4
6.6

Batch 5
12.1
8.6
7.8
8.8
9.2
7.6
7.7
10.2
11.2
9

Batch 6
4.5
13.3
8.9
11.5
5.6
12.1
11.7
9.8
10.8
10.3

Batch 7
3
6
4.7
12.1
11.8
8.6
9.9
11.5
12.5
8.3

Batch 8
10.2
8.8
14.3
11.9
8.4
7.8
10.1
13.5
10.2
12.9

Batch 9
9.8
11.5
5.8
5.6
10.5
8.8
9.1
8.6
9.6
8.5

1

Modeling and Simulation (408360)

Eng. Ghada Al-Mashaqbeh

b) Compute the average of the average of each batch using point estimator:
1 n
1 10
10.8 + 11.8 + 9.4 + 10.5 + 6 + 12.3 + 8 + 7.6 + 9.6 + 8.7
Batch 1 Î θˆ1 = Y1 = ∑ Yi = ∑ Di =
= 9.43
n i =1
10 i =1
10
1 n
1 10
8 + 9.2 + 8.7 + 8.6 + 4.7 + 13.5 + 9.2 + 9.9 + 10.7 + 9.5
Batch 2 Î θˆ2 = Y2 = ∑ Yi = ∑ Di =
= 9 .2
n i =1
10 i =1
10
Complete for all runs you will obtain the following results:

Batch 1
Batch 2
Batch 3
Batch 4
Batch 5
Batch 6
Batch 7
Batch 8
Batch 9

Average Delay
9.43
9.2
9.03
9.09
9.22
9.85
8.84
10.81
8.78

c) Compute the average of the average which is the required batch mean as follows:

θˆ = Y =

9.43 + 9.2 + 9.03 + 9.09 + 9.22 + 9.85 + 8.84 + 10.81 + 8.78
1 n
1 9
Yi = ∑ θˆi =
= 9.361

n i =1
9
9 i =1

2) 90% and 95% CI Computation for this batch mean:
a) First we must compute the variance of the obtained batch mean:
1 R
S2 =
(Y i. − Y ) 2

k − 1 i =1

S2 =

1 9
(Y i. − Y ) 2

9 − 1 i =1

2
2
2
2
2
2
1 ⎛ (9.43 − 9.361) + (9.2 − 9.361) + (9.02 − 9.361) + (9.09 − 9.361) + (9.22 − 9.361) + (9.85 − 9.361) ⎞⎟
S 2 = ⎜⎜

8 ⎝ + (8.84 − 9.361) 2 + (10.81 − 9.361) 2 + (8.78 − 9.361) 2

2
S = 0.398

b) CI is computed as follows (note that now n = k):

X(n) ± t n −1,1−α / 2

s 2 ( n)
n

First: 95% CI:

2

Modeling and Simulation (408360)

Eng. Ghada Al-Mashaqbeh

95% CI Î α = 0.05
0.398
9.361 ± t 8, 0.975
9

9.361 ± 2.306 *

0.398
9

9.361 ± 0.485
95% CI is [8.876, 9.846]
Second: 90% CI:

90% CI Î α = 0.1
0.398
9.361 ± t 8, 0.95
9
9.361 ± 1.86 *

0.398
9

9.361 ± 0.391
90% CI is [8.79, 9.752]

3

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