Kerry D. Figiel

A generalized reliability block diagram (RBD) simulation

The authors demonstrate a computer simulation yielding reliability and maintainability information for any system based on the failure and repair distributions of the individual components. The information needed to link the various components together is taken directly from the reliability block diagram (RBD), thereby negating the need for writing specialized programs. Final results display 90% confidence intervals for four key endogenous variables: system availability, first failure time, mean time between failures, and mean time to repair. Techniques for reducing computer memory requirements are discussed. It is demonstrated how connections between process blocks can be generalized and linked together during program execution. This method results in more useful programs that solve a broader range of problems.<<ETX>>

New lagged product test for random number generators

Abstract In simulation modeling, it is important that random number generators be thoroughly tested to preclude any statistical bias that may affect the simulations outcome. One such test is for serial correlation which determines if there exists a relationship between pairs of pseudo-random numbers. In a serial test pseudo-random numbers are mapped onto arbitrary intervals to determine the frequency of the recurrence of interval pairs. Unfortunately, the size of the arbitrary intervals can bear upon the success or failure of the test. A more direct approach is to calculate the product of these pairs of pseudo-random numbers and determine if the resulting observed distribution agrees with the theoretical. This test is known as the lagged product test and eliminates the need to assign arbitrary intervals for serial correlation. However, several practical problems exist in utilizing the accepted test method for the lagged product, as it is relatively difficult to program and requires much computer time to reach a satisfactory solution. For this reason the serial test is more commonly used. This article proves that the existing lagged product test is invalid because it fails to establish that the observed and theoretical product distributions are identical. A new valid test method for the lagged product is proposed which is easier to program and requires far less computer time to run. It is hoped that this practical test will become the standard method for determining serial correlation for pairs of pseudo-random numbers.