Estimation and Output Analysis

Estimation and Output Analysis - E S T I M A T I O N A N D...

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Unformatted text preview: E S T I M A T I O N A N D O U T P U T A N A L Y S I S ( L & K C h a p t e r s 9 , 1 ) S e t u p s t a n d a r d e x a m p l e a n d n o t a t i o n . R e v i e w p e r f o r m a n c e m e a s u r e s ( m e a n s , p r o b a b i l i t i e s a n d q u a n- t i l e s ) . A f r a m e w o r k f o r c o n d u c t i n g s i m u l a t i o n e x p e r i m e n t s a n d r e p o r t- i n g r e s u l t s . R e v i e w p o i n t e s t i m a t o r s . M e a s u r i n g a n d c o n t r o l l i n g e r r o r f o r a b s o l u t e a n d r e l a t i v e p e r f o r- m a n c e . M e a s u r i n g a n d c o n t r o l l i n g e r r o r i n s t e a d y- s t a t e s i m u l a t i o n . 1 4 S T A N D A R D E X A M P L E P u b l i c S u b T T F ( L a m b d a A s D o u b l e , M u A s D o u b l e , S u m A s D o u b l e ) s u b t o g e n e r a t e o n e r e p l i c a t i o n o f t h e t t f f o r t h e a i r l i n e r e s e r v a t i o n s y s t e m v a r i a b l e s S t a t e = n u m b e r o f o p e r a t i o n a l c o m p u t e r s L a m b d a = c o m p u t e r f a i l u r e r a t e M u = c o m p u t e r r e p a i r r a t e S u m = g e n e r a t e t t f v a l u e t h a t i s r e t u r n e d f r o m t h e C a l l D i m S t a t e A s I n t e g e r D i m F a i l A s D o u b l e D i m R e p a i r A s D o u b l e S t a t e = 2 S u m = W h i l e S t a t e > I f S t a t e = 2 T h e n F a i l = E x p o n e n t i a l ( 1 / L a m b d a ) S u m = S u m + F a i l S t a t e = 1 E l s e F a i l = E x p o n e n t i a l ( 1 / L a m b d a ) R e p a i r = E x p o n e n t i a l ( 1 / M u ) I f R e p a i r < F a i l T h e n S u m = S u m + R e p a i r S t a t e = 2 E l s e S u m = S u m + F a i l S t a t e = E n d I f E n d I f W e n d E n d S u b 1 5 N O T A T I O N A N D P E R F O R M A N C E M E A S U R E S L e t Y 1 , Y 2 , . . . , Y n d e n o t e o u t p u t s a c r o s s n r e p l i c a t i o n s . T h u s , Y 1 , Y 2 , . . . , Y n a r e i n d e p e n d e n t a n d i n d e n t i c a l l y d i s t r i b u t e d ( i . i . d . ) w i t h c o m m o n , u n k n o w n c u m u l a t i v e d i s t r i b u t i o n f u n c t i o n ( c d f ) F . W e w a n t t o e s t i m a t e m e a n = E [ Y ] = - y d F ( y ) p r o b a b i l i t y p = P r { a < Y b } = b a d F ( y ) q u a n t i l e , w h e r e f o r g i v e n < < 1 P r { Y } = - d F ( y ) = 1 6 E x a m p l e : I n t h e T T F e x a m p l e , c o u l d r e p r e s e n t t h e e x p e c t e d t i m e t o f a i l u r e ; p t h e p r o b a b i l i t y f a i l u r e o c c u r s i n l e s s t h a n 7 h o u r s ; a n d t h e n u m b e r o f h o u r s s o t h a t f a i l u r e o c c u r s o n o r b e f o r e t h e n 8 % o f t h e t i m e ....
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This note was uploaded on 11/13/2010 for the course ISE 680 taught by Professor Santanu during the Spring '10 term at Purdue University Calumet.

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Estimation and Output Analysis - E S T I M A T I O N A N D...

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