Confidence intervals from a single simulation using the delta method

Christoph Roser; Masaru Nakano

doi:10.1299/jsmec.46.67

Confidence intervals from a single simulation using the delta method

Christoph Roser, Masaru Nakano

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

This paper describes a method for the calculation of confidence intervals of simulation throughputs and utilizations. The method is based on the delta method and uses only a single simulation, where the variation of the underlying means is used to determine the variation of the performance function by using the first derivative of the performance function. While the method has some limitations, it can be used frequently in practice. In addition, the method can also be used for short simulations or rare event applications, where methods based on batch means fail. This method can easily be implemented into existing simulation software.

Original language	English
Pages (from-to)	67-72
Number of pages	6
Journal	JSME International Journal, Series C: Mechanical Systems, Machine Elements and Manufacturing
Volume	46
Issue number	1
DOIs	https://doi.org/10.1299/jsmec.46.67
Publication status	Published - 2003 Mar
Externally published	Yes

Keywords

Confidence intervals
Flexible Manufacturing System (FMS)
Measurement and control
Prediction accuracy

ASJC Scopus subject areas

Mechanical Engineering
Industrial and Manufacturing Engineering

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10.1299/jsmec.46.67

Cite this

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Confidence intervals from a single simulation using the delta method

Abstract

Keywords

ASJC Scopus subject areas

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