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5
5.4.6.1 The replication method
Independent replications is the most straightforward method for obtaining condence intervals.
It consists in generating several sample path of the model studied, so that these sample path are
statistically independent and identical. This is achieved by reseting the original initial state of
the model at the beginning of each replication, and by using a dierent random number stream
for each replication. In practice a single random number stream is used throughout the whole
simulation run so that the random stream for the second replication begins where the stream for
the rst replication ended, and so on. This guarantees independent random number streams.
The value of the parameter ESTIMATION for the regeneration method is REPLICATION.
The number of replications is given by the argument of the keyword REPLICATION. This
argument is mandatory.
Example:
/DECLARE/ QUEUE SOURCE,SYST;
/STATION/ NAME
TYPE
TRANSIT
SERVICE
=
=
=
=
SOURCE;
SOURCE;
SYST;
EXP (1);
/STATION/ NAME
= SYST;
TRANSIT = OUT;
SERVICE = HEXP (0.7, 5);
/CONTROL/ TMAX
= 1500;
ACCURACY = SYST;
ESTIM
= REPLICATION (10);
/EXEC/
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