Abstract
This paper introduces a new technique for estimating cycle time quantiles from discrete event simulation models run at a single traffic intensity. The Cornish-Fisher expansion is used as a vehicle for this approximation, and it is shown that for an M/M/1 system and a full factory simulation model, the technique provides accurate results with low variability for the most commonly estimated quantiles without requiring unreasonable sample sizes. Additionally, the technique provides the advantages of being easy to implement and providing multiple cycle time quantiles from a single set of simulation runs.
Original language | English (US) |
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Title of host publication | Winter Simulation Conference Proceedings |
Editors | S.E. Chick, P.J. Sanchez, D. Ferrin, D.J. Morrice |
Pages | 1377-1382 |
Number of pages | 6 |
Volume | 2 |
State | Published - 2003 |
Event | Proceedings of the 2003 Simulation Conference: Driving Innovation - New Orleans, LA, United States Duration: Dec 7 2003 → Dec 10 2003 |
Other
Other | Proceedings of the 2003 Simulation Conference: Driving Innovation |
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Country/Territory | United States |
City | New Orleans, LA |
Period | 12/7/03 → 12/10/03 |
ASJC Scopus subject areas
- Software
- Modeling and Simulation
- Safety, Risk, Reliability and Quality
- Chemical Health and Safety
- Applied Mathematics