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Output Analysis Practices

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18 views

Output Analysis Practices

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trần thị ngọc trâm
Copyright
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Output Analysis Practices

Simulation Models in Industrial Engineering (International University - VNU-HCM)

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OUTPUT ANALYSIS: PRACTICE EXERCISES

Question 1: Estimation of absolute and relative performance

Output analysis is the examination of data generated by a simulation. What are the
purposes of estimating absolute performance and relative performance when doing
output analysis?

Question 2: Absolute measures

Compute a measure of error (95% confidence interval) and a measure of risk (95%
prediction interval) for a production system. Given the overall average of the daily
average production time on 60 replications of the production system simulation is 4.5
hours, with a sample standard deviation of 1.2 hours. Make a promise on the long-run
average of the daily average production time and the average production time on a
particular day.

Question 3: Type of simulations with respect to output analysis

What are terminating simulation and steady-state simulation? Explain the purposes of
each type of simulations and provide each of them with a corresponding example.

Question 4: Terminating simulations (statistical background)

Given results of six independent replications of a convenient store. Compute an overall


point estimator, its estimated variance, and the 95% confidence interval half-width for the
mean queuing time.

Replication Average Queuing Time

1 0.65

2 1.23

3 1.05

4 0.82

5 1.64

6 1.86

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Question 5: Steady-state simulation: confidence intervals with specified precision

Given results of 10 replications of a service system as follows:

Replication Average Service Time (minutes)

1 15.13

2 12.50

3 21.05

4 26.31

5 18.42

6 19.67

7 20.75

8 17.83

9 23.17

10 21.46

Consider the above data as an initial sample of size R0 = 10. Suppose that it is desired to
estimate long-run average service time to within ϵ = 1 minutes with 95% confidence.
Compute the initial estimate of the number of replications needed to achieve the desired
precision.

Question 6: Comparison of system designs

Perform a statistically valid comparison of two system designs using common random
numbers, given alpha = 5%

Response Time for System Design (hours)


Replication Y1 Y2
1 0.3561 0.3997
2 0.3741 0.4148
3 0.3823 0.4473
4 0.3990 0.4606

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5 0.3790 0.3872
6 0.3640 0.4450
7 0.4039 0.4748
8 0.3903 0.4645
9 0.3888 0.3963
10 0.4184 0.4058

Question 7: Arena report

Suppose system output of simulation is as follows. Compute:

a) The standard deviation from the 95% C.I. half-width


b) The 90% C.I. half-width

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APPENDIX

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lOMoARcPSD|21942857

Downloaded by Jamy Nguy?n ([email protected])


lOMoARcPSD|21942857

Downloaded by Jamy Nguy?n ([email protected])


lOMoARcPSD|21942857

Downloaded by Jamy Nguy?n ([email protected])


lOMoARcPSD|21942857

Downloaded by Jamy Nguy?n ([email protected])

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