A general purpose module using refined descriptive sampling for installation in simulation systems

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• 作者：Abdelouhab Aloui ; Arezki Zioui ; Megdouda Ourbih-Tari…
• 关键词：Sampling ; Estimation ; Monte Carlo ; Simulation ; Software component
• 刊名：Computational Statistics
• 出版年：2015
• 出版时间：June 2015
• 年：2015
• 卷：30
• 期：2
• 页码：477-490
• 全文大小：1,193 KB
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• 作者单位：Abdelouhab Aloui (1)
  Arezki Zioui (2)
  Megdouda Ourbih-Tari (2)
  Amine Alioui (3)
  
  1. Laboratory LIMED, Faculty of Exacts Sciences, University of Bejaia, Bejaia, Algeria
  2. Laboratory of Applied Mathematics, Faculty of Exacts Sciences, University of Bejaia, Bejaia, Algeria
  3. University A. MIRA of Bejaia, Bejaia, Algeria
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Statistics
  Statistics
  Probability and Statistics in Computer Science
  Probability Theory and Stochastic Processes
  Economic Theory
  
• 出版者：Physica Verlag, An Imprint of Springer-Verlag GmbH
• ISSN：1613-9658

文摘

Some form of random sampling is employed in all simulation studies, so, some possibly substantial sampling errors are inevitable. Therefore, a new paradigm emerged: it is not always necessary to resort to randomness to generate inputs. Then, novel sampling methods were derived from this paradigm like for example Refined Descriptive Sampling (RDS). In this paper, we propose a software component under Linux called getRDS which implements an RDS number generator of high quality using the RDS method. It was highly tested by statistical tests and compared to the well known Mersenne Twister random number generator MT19937 (MT). We noticed that getRDS has passed better all tests than MT. Some illustrations of the uniformity are also given together with its comparison with MT through an M/M/1 simulation system. The obtained results through simulation demonstrate that the software component produces an accurate point estimates of the true parameters. Moreover, the getRDS random number generator can significantly improve the performance of the M/M/1 queues compared to MT since its variance reduction is over 50?% in some cases.