Mok-Nskart: New Procedure for estimating Confidence interval of Steady State Simulation Output Mean

Document Type : Original Article

Author

Statistics ,Mathematics & insurance. faculty of commerce, Alexandria university,Egypt

Abstract

Discrete-event simulation can be classified as either finite-horizon or steady-state. Finite-horizon (terminating) simulation models ended at a specific time or by the occurrence of a specific condition. On the other hand, steady-state (non-terminating) simulation operates (at least conceptually) into the indefinite future; and in this case the interest focus on long-run average performance.
Non-overlapping Batch Means (NBM) method is one of the most effective methods used for analyzing steady-state simulation output.
This paper presents a simulation procedure undertaken in the automotive industry. Therefor it aims First, to develop a new procedure for steady-state simulation output analysis "Mok-Nskart", it is designed to deliver a confidence interval for the steady-state mean of a simulation output process. Mok-Nskart can be considered as an extension of the method of NBM. The present study aims secondly, to evaluate the performance of Mok-Nskart, by comparing it with other simulation analysis procedures—namely N-Skart and MSER-5.

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