Variance-based sampling for cycle time - Throughput confidence intervals

Rachel T. Johnson, Sonia E. Leach, John Fowler, Gerald T. Mackulak

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations


In the analysis of a manufacturing system, the analyst is often interested in the change in mean cycle time as a function of different throughput (start rate) levels. Since the variance of the mean cycle time generally increases as the start rate increases, an equal allocation of simulation effort at each simulated throughput level will result in confidence intervals of different widths. This paper discusses an approach for generating nearly equal sized mean cycle time confidence intervals at selected throughput levels when the computing budget is fixed (limited). The simulation effort allocation procedure described in this paper determines the proportion of the fixed budget to allocate at each throughput level based on the asymptotic variance.

Original languageEnglish (US)
Title of host publicationProceedings - Winter Simulation Conference
EditorsR.G. Ingalls, M.D. Rossetti, J.S. Smith, B.A. Peters
Number of pages5
StatePublished - 2004
EventProceedings of the 2004 Winter Simulation Conference - Washington, DC, United States
Duration: Dec 5 2004Dec 8 2004


OtherProceedings of the 2004 Winter Simulation Conference
Country/TerritoryUnited States
CityWashington, DC

ASJC Scopus subject areas

  • Engineering(all)


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