Variance Estimation in Discrete Event Simulation

Date: Friday 3 April 2009
Time: 3:10 p.m. Location: Room 031, Erskine Building
Contact: For further information regarding this event, please contact Prof. Krzysztof Pawlikowski by sending email to krys.pawlikowski@canterbury.ac.nz or by calling Extn. 7772
Audience: University staff and students

Adriaan Schmidt, MSc student of CSSE (UC) and Computer Engineering (RWTH Aachen, Germany) will present on "Variance Estimation in Discrete Event Simulation".


Abstract:
Traditional analysis of the output of discrete event simulation concentrates on estimating the mean value of the observations and giving a confidence interval of that estimate, largely because of ease of implementation and analysis. This talk presents new methods for the estimation of the variance of the observations, and their implementation in Akaroa2, an automated controller of quantitative discrete event simulation designed in our Simulation Research Group.