Quantile estimation in regenerative simulation: a case study

  title={Quantile estimation in regenerative simulation: a case study},
  author={G. W. J. Coppens and M. P. F. M. van Dongen and Jack P. C. Kleijnen},
We model key-punching in a computer center as a queunig simulation with 2 servers (typists) and 3 priority classes (small, medium, large jobs). The 90% quantile of queuing time is estimated for different borderlines between the 3 job classes. Confidence intervals for the quantiles are based on the regenerative properties of the simulation, as derived by Iglehart (1974). They utilize the asymptotic normality of the estimated quantile, and a rather complicated expression for its variance… CONTINUE READING

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