A comparison of parametric and nonparametric tests for detecting queue waiting time differences

Abstract

The analysis of simulation data often calls for a test of the equality of means (medians) of several sets of data, which may not meet the classical assumptions of the analysis of variance (ANOVA) test procedures. This paper compares two parametric ANOVA tests and two nonparametric tests, with and without blocking on common random numbers. The test data was obtained from average queue waiting times in an M/M/c queuing system. The parametric ANOVA tests had significantly larger test statistic values than the nonparametric tests. The parametric tests showed the ability to detect different queue waiting times at least as well as their non-parametric counterparts, even though the assumptions of the parametric ANOVA tests are not met with the non-normally distributed queueing system data

Keywords:

• AN0VA
• common random numbers
• M/M/c queuing system
• nonparametric tests