Factors affecting the variance, the bias and the MSE of time averages in Markovian event systems
Date
2007
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
ORCID
Type
Degree Level
Masters
Abstract
In simulation, time averages are important for estimating equilibrium parameters. In particular, we would like to have the variance, bias and mean-square error for time averages. First, we will discuss various factors and their effect on the bias, the variance and the mean-square error. We will use the Markovian Event System to model various systems, including M/M/1 queues, M/E_k/1 queues, M/M/c queues, sequential queues, inventory systems and queueing networks. We use a numerical method for the computation of the variance, the bias and the mean-square error of the time average. The effectiveness of the method is tested by experimenting with models of various stochastic systems. The contribution of this thesis is to use numerical and graphical interpretations to study the general characteristics of the measures. The important characteristics included in our study are decomposability and periodicity.
Description
Keywords
Time Average, MES, Run Length, MSE, Markovian Event System, Bias, Variance
Citation
Degree
Master of Science (M.Sc.)
Department
Computer Science
Program
Computer Science