A Variant of the Conditional Expectation Variance Reduction Technique and Its Application to the Simulation of the GI/G/1 Queues
提出部分条件期望方差缩减技术，用于估计单服务器排队系统的期望等待时间，新估计量比经典方法方差更小，尤其在低流量强度下效果显著。
In this paper, we introduce the Partial Conditional Expectation (PCE) variance reduction technique, derived by modifying the well-known Conditional Expectation (CE) technique to make it more widely applicable. We apply this PCE technique to obtain a consistent estimator for the expected waiting time in queue in a single-server queueing system. We then derive an improved version of this estimator, taking into consideration further properties of the system. Empirical results show that these two estimators always perform better than the classical estimator. When the traffic intensity is low, the variance reductions obtained by these two estimators become very significant.