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| Author: | Minh, Do Le |
| Title: | A variant of the conditional expectation variance reduction technique and its application to the simulation of the GI/G/1 queues |
| Journal: | Management Science
1989 : NOV, VOL. 35:11, p.1334-1340 |
| Index terms: | STATISTICAL METHODS ESTIMATION QUEUING THEORY |
| Language: | eng |
| Abstract: | Introduced is the Partial Conditional Expectation /PCE/ variance reduction technique, derived by modifying the well-known Conditional Expectation /CE/ technique to make it more widely applicable. This PCE technique is applied to obtain a consistent estimator for the expected waiting time in queue in a single-server queueing system. Derived is an improved version of this estimator, taking into consideration further properties of the system. Empirical results show that these two estimators always perform better than the classical estimator. |
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