2/12/2016
IE 519 Simulation
Homework 2
Continuing with the system and data from Homework 1, do the following:
1. Use the regenerative method to estimate the average number of customers in
system using each of the three models (three different input distributions). Make
sure to construct a confidence interval around your estimate.
2. Use the non-overlapping batch-means method to estimate the average number of
customers in system using each of the three models. Make sure to construct a
confidence interval around your estimate.
3. Select one of the input models. (It is ok to select the one that you find the easiest
to generate sample paths for.) Use bootstrap resampling to estimate and construct
a confidence interval for the average number of customers in the system.
4. Using your results above evaluate qualitatively how much of the error in this
simulation project is due to (a) input model selection, (b) parameter estimation,
(c) simulation run randomness, and (d) estimator bias.
Due date: March 22, 2007