1. ¹Arizona State University at the Polytechnic Campus, Mesa, AZ, USA
2. ²Arizona State University, Tempe, AZ, USA
3. ³Technical University of Denmark, Lyngby, Denmark

Correspondence: JM Bekki, Department of Engineering, Arizona State University at the Polytechnic Campus, Mesa, AZ 85212, USA. E-mail: jennifer.bekki@asu.edu

Received 30 October 2007; Revised 2 September 2008.

Abstract

Previous work shows that a combination of the Cornish–Fisher Expansion (CFE) with discrete-event simulation produces accurate and precise estimates of cycle-time quantiles with very little data storage, provided all workstations in the model are operating under the first-in-first-out (FIFO) dispatching rule. The accuracy of the approach degrades, however, as non-FIFO dispatching policies are employed in at least one workstation. This paper proposes the use of a power transformation for use in combination with the CFE to combat these accuracy problems. The suggested approach is detailed, and three methods for selecting the parameter of the power transformation are given. The results of a thorough empirical evaluation of each of the three approaches are given, and the advantages and drawbacks of each approach are discussed. Results show that the combination of the CFE with a power transformation generates cycle-time quantile estimates with high accuracy even for non-FIFO systems.