Lee Jong Suk , Jeong Hae Duck

The KIPS Transactions:PartD, Vol. 11, No. 1, pp. 219-228, Feb. 2004
10.3745/KIPSTD.2004.11.1.219,   PDF Download:

Abstract

Confidence interval estimators for proportions using normal approximation have been commonly used for coverage analysis of simulation output even through alternate approximate estimators of confidence intervals for proportions were proposed. This is because the normal approximation was easier to use in practice than the other approximate estimators. Computing technology has no problem with dealing these alternative estimators. Receltly, one of the approximation methods for coverage analysis which is based on arcsin transformation has been used for estimating proportion and for controlling the required precision in [12]. In this paper, we compare three approximate interval estimators, based on a normal distribution approximation, an arcsin transformation and an F-distribution, of a single proportion. Three estimators were applied to sequential coverage analysis of steady-state means, in simulations of the M/M/1/∞ and M/D/1/∞ queueing systems on a single processor and multiple processors.

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