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- W2000428644 abstract "We investigate the fixed, sample-size, batch-mean procedure for creating confidence intervals from simulated data obtained from a stochastic queueing system with multiple customer classes. We show that, for a multiclass M/M/1 queue, serial correlation between customers of the same class decreases to zero as the number of customer classes increases. We also derive a closed-form expression for the asymptotic variance of waiting time by customer type. We then empirically examine batch-mean estimator coverage for a simple queue with multiple customer classes. We find that batch-mean estimators perform better in terms of coverage and interval half width in multiclass queues, with a fixed number of observations per class, than in the traditionally studied single-class systems. We also examine the effect of multiple classes where the total computational effort remains fixed." @default.
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- W2000428644 date "1996-12-01" @default.
- W2000428644 modified "2023-09-24" @default.
- W2000428644 title "Interval Coverage in Multiclass Queues Using Batch Mean Estimates" @default.
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- W2000428644 doi "https://doi.org/10.1287/mnsc.42.12.1744" @default.
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