Simulation-based estimation of quantiles

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Simulation-based estimation of quantiles

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Winter Simulation Conference archive
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1 table of contents

Phoenix, Arizona, United States

Pages: 428 - 434

Year of Publication: 1999

ISBN:0-7803-5780-9

Authors

E. Jack Chen	Department of Quantitative Analysis and Operations Management, University of Cincinnati, Cincinnati, OH
W. David Kelton	Department of Quantitative Analysis and Operations Management, University of Cincinnati, Cincinnati, OH

Sponsors

ACM: Association for Computing Machinery
SIGSIM: ACM Special Interest Group on Simulation and Modeling

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 6, Downloads (12 Months): 36, Citation Count: 10

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references cited by index terms collaborative colleagues

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Heidelberger, P., and P. A. W. Lewis. 1984. Quantile Esti-mation in Dependent Sequences. Operations Research 32:185-209.
	2	Philip Heidelberger , Peter D. Welch, A spectral method for confidence interval generation and run length control in simulations, Communications of the ACM, v.24 n.4, p.233-245, April 1981 [doi>10.1145/358598.358630]
	3	Heidelberger, P., and P. D. Welch. 1981b. Adaptive Spectral Methods for Simulation Output Analysis. IBM Journal of Research and Development 25. No. 6:860-876.
	4	Donald L. Iglehart, Simulating Stable Stochastic Systems, VI: Quantile Estimation, Journal of the ACM (JACM), v.23 n.2, p.347-360, April 1976 [doi>10.1145/321941.321954]
	5	Raj Jain , Imrich Chlamtac, The P2 algorithm for dynamic calculation of quantiles and histograms without storing observations, Communications of the ACM, v.28 n.10, p.1076-1085, Oct. 1985 [doi>10.1145/4372.4378]
	6	Donald E. Knuth, The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms, Addison-Wesley Longman Publishing Co., Inc., Boston, MA, 1997
	7	Law, A. M., and W. D. Kelton. 1984. Confidence In-tervals for Steady-State Simulations: I. A Survey of Fixed Sample Size Procedures. Operations Research 32:1221-1239.
	8	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	9	Seila, A. F. 1982a. A Batching Approach to Quantile Estimation in Regenerative Simulations. Management Science. 28. No. 5:573-581.
	10	Seila, A. F. 1982b. Estimation of Percentiles in Discrete Event Simulation. Simulation. 39. No. 6:193-200.
	11	Sen, P. K. 1972. On the Bahadur Representation of Sample Quantiles for Sequences of ~-mixing Random Variables. Journal of Multivariate Analysis. 2. No. 1:77-95.

CITED BY 10

	E. Jack Chen , W. David Kelton, Batching methods for simulation output analysis: a stopping procedure based on phi-mixing conditions, Proceedings of the 32nd conference on Winter simulation, December 10-13, 2000, Orlando, Florida
	Martin J. Fischer , Denise M. Bevilacqua Masi , Donald Gross , John Shortle , Percy H. Brill, Using quantile estimates in simulating internet queues with Pareto service times, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	E. Jack Chen , W. David Kelton, Quantile and histogram estimation, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	John C. Sees, Jr. , John F. Shortle, Difficult queuing simulation problems: simulating M/G/1 queues with heavy-tailed service, Proceedings of the 34th conference on Winter simulation: exploring new frontiers, December 08-11, 2002, San Diego, California
	E. Jack Chen, New simulation output analysis techniques: two-phase quantile estimation, Proceedings of the 34th conference on Winter simulation: exploring new frontiers, December 08-11, 2002, San Diego, California
	Lubomír Bulej , Tomáš Kalibera , Petr Tůma, Repeated results analysis for middleware regression benchmarking, Performance Evaluation, v.60 n.1-4, p.345-358, May 2005
	Jennifer E. McNeill , Gerald T. Mackulak , John W. Fowler, Factory capacity and throughput planning: indirect estimation of cycle time quantiles from discrete event simulation models using the Cornish-Fisher expansion, Proceedings of the 35th conference on Winter simulation: driving innovation, December 07-10, 2003, New Orleans, Louisiana
	Feng Yang , Bruce E. Ankenman , Barry L. Nelson, Estimation of percentiles of cycle time in manufacturing simulation, Proceedings of the 37th conference on Winter simulation, December 04-07, 2005, Orlando, Florida
	Roy R. Creasey, Jr. , K. Preston White, Jr., A Bayesian approach to analysis of limit standards, Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.
	Roy R. Creasey, Jr. , K. Preston White, Jr. , Linda B. Wright , Cheryl F. Davis, Comparison of Bayesian priors for highly reliable limit models, Proceedings of the 40th Conference on Winter Simulation, December 07-10, 2008, Miami, Florida