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The use of variance reduction, relative error and bias in testing the performance of M/G/1 retrial queues estimators in Monte Carlo simulation. (English) Zbl 1497.65011

Summary: This paper deals with Monte Carlo simulation and focuses on the use of the concepts of variance reduction, relative error and bias in testing the performance of stationary M/G/1 retrial queues estimators using either Random Sampling (RS) or Refined Descriptive Sampling (RDS) to generate input samples. For this purpose, a software under Linux system using the C compiler was designed and realized providing the performance measures of such system and the statistical concepts of bias, relative error and accuracy using both sampling methods. As a conclusion, it has been shown that the performance of stationary M/G/1 retrial queues estimators is better using RDS than RS and sometimes by a substantial variance reduction factor.

MSC:

65C05 Monte Carlo methods
90B22 Queues and service in operations research
37M05 Simulation of dynamical systems
11K45 Pseudo-random numbers; Monte Carlo methods
62D05 Sampling theory, sample surveys

Software:

getRDS
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Full Text: DOI

References:

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