43: Comparing Systems

"It is a truth very certain that when it is not in our power to determine what is true we ought to follow what is most probable" – Descartes, Discourses on Method."When you can measure what you are speaking about and express it in numbers, you know something about it." - Lord Kelvin.Lecture outline: Introduction to discrete-event simulation techniques

Main analysis issues in simulation (Richard Conway)

1) Tests for comparing two systems.

Tests for single sample: Student's t test.

Determining standard error of difference of sample mean.

2-sample-t or pooled-t test.

Welch's unpaired test.

Paired-t test.

ANOVA and its use in simulations.

2) Confidence intervals of mean difference.

Interpretation of the CI of mean difference.

3) Variance reduction techniques.

Common Random Numbers.

Antithetic Random Numbers.

Primary reference for this lecture:

“Simulation Modeling and Analysis with Arena” by Tayfur Altiok et al.; Chapter 2, “Discrete-Event Simulation”

Secondary references for this lecture:

1. “Discrete-event simulation – a first course”, by Leemis and Park; Chapter 3: “Discrete-Event Simulation”.

2. "Handbook of Simulation", edited by J Banks, Part 4: Chapter 20, "Discrete Event Simulation of Computer and Communication Networks"

3. "Queueing Networks and Markov Chains", by Bolch, Chapter 11.