Achieving Specific Accuracy in Simulation Output Analysis
This paper extends the use of the regenerative
property of queueing systems in the analysis 
of simulation output.  In particular, it describes a
sequential estimation method which when used with 
the regenerative property allows results to be obtained
with specified statistical accuracy.  This method 
includes a test to check the normality assumption on
which the sequential procedure relies.  The paper 
illustrates the method using the empty and idle state
as the regenerative state.  A second example then 
describes how using the most frequently entered state
as the regenerative state reduces the chance of 
making a costly error in a preliminary simulation run.
 The paper also described how a variance reduction 
method due to Page [9] can be used to obtain a specified
accuracy with considerably fewer job completions 
than are required when no variance reduction technique is applied.
CACM May, 1977
Fishman, G. S.
