A guide to simulation
Variance reduction. Output analysis. Rational choice of input distributions. Nonuniform random numbers. Uniform random numbers. Simulation programming. Programming to reduce the variance.
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algorithm alias method antithetic variates approximate asymptotically average batch means bits Box-Muller method calculate called Chapter chi-square common random numbers conditional Monte Carlo confidence interval control variates customers served defined Demos empirical Erlang Erlang distribution estimate event notice example exponential distribution Fortran function give GPSS Hint IFAULT implementation importance sampling independent initial INPUTS integer inversion JVDISC Knuth language linear congruential monotone nonuniform random numbers normal distribution number of customers number of tellers observations output parameters performance Poisson process primitive polynomial probability Problem procedure queue random variables RETURN END Figure routine runs sample variance schedule Section sequence serial correlation Show Simscript simulation program standard normal statistical step subroutine Suppose synchronization theorem tion transaction UNIF uniform random number uniformly distributed values variance reduction variance reduction techniques Weibull Weibull distribution Xi+1