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Master's Dissertation
DOI
https://doi.org/10.11606/D.55.2018.tde-02102018-151116
Document
Author
Full name
Gilberto Carlos Ruggiero Bernasconi
Institute/School/College
Knowledge Area
Date of Defense
Published
São Carlos, 1993
Supervisor
Committee
Salles, Maria Creusa Bretas (President)
Magalhaes, Marcos Nascimento
Santana, Marcos José
Title in Portuguese
NÚMEROS ALEATÓRIOS ANTITÉTICOS: UMA COMPARAÇÃO COM OS RESULTADOS USUAIS EM SIMULAÇÃO
Keywords in Portuguese
Não disponível
Abstract in Portuguese
Números aleatórios antiéticos são usualmente utilizados em simulação para a obtenção de resultados com menor variância. Utilizando uma fila M / M/ 1 como modelo a ser simulado, demonstramos neste trabalho que, além de reduzir a variância da variável observada, tempo de espera na fila, a simulação gerada com números aleatórios antiéticos produz uma melhora na porcentagem de cobertura do tempo médio real de espera pelos intervalos de confiança gerados e no comprimento médio do intervalo de confiança , sem alterar de forma significativa as autocorrelações, em comparação com os resultados obtidos através da geração usual de números aleatórios.
Title in English
Not available
Keywords in English
Not available
Abstract in English
For years, antithetic random numbers have been used as a variance-reduction technique on simulation. In this work we present results, using an M / M/ 1 queue us the model to be simulated, on the performance of simulation using antithetic and usual random numbers, showing that the expected half width of the confidence interval, the coverage of the real value of the expected waiting time by the generated confidence intervals are better with antithetic random numbers, and the autocorrelations are almost the same in the both cases.
 
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Publishing Date
2018-10-02
 
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