1. ¹Arizona State University, Tempe, AZ, USA
2. ²Northwestern University, Evanston, IL, USA

Correspondence: JW Fowler, Department of Industrial Engineering, Arizona State University, PO Box 875906, Tempe, AZ 85287-5906, USA. E-mail: john.fowler@asu.edu

^†Current address: Department of Systems and Engineering Management, Air Force Institute of Technology, 2950 Hobson Way, Wright-Patterson AFB, OH 45433-7765, USA . Tel: +1 937 255 3636 x7390, Fax: +1 937 656 4699, E-mail: sonia.leach@afit.edu

Received 16 February 2007; Accepted 3 October 2007.

Abstract

Simulation at several different traffic intensities is required when generating a cycle time-throughput (CT-TH) curve. Previous work has shown that a variance-based allocation using an asymptotic variance approximation results in more precise confidence intervals than those achieved through naïve sampling in which an equal amount of effort is allocated to each traffic intensity being investigated. Many systems for which these CT-TH curves are desired are too complex for an asymptotic variance approximation to be easily determined. This paper presents a fixed-budget variance-based sampling allocation procedure for the simulation of CT-TH curves using variance estimates of the sample mean calculated from pilot simulation runs. The proposed allocation procedure significantly improved the range of precision over the naïve allocation.