Consider a queueing system in which each service time, independent of the past, has mean . Let

Consider a queueing system in which each service time, independent of the past, has mean μ. Let Wn and Dn denote, respectively, the amounts of time customer n spends in the system and in queue. Hence, Dn = Wn − Sn where Sn is the service time of customer n. Therefore, E[Dn] = E[Wn] − μ

If we use simulation to estimate E[Dn], should we

(a) use the simulated data to determine Dn, which is then used as an estimate of E[Dn]; or

(b) use the simulated data to determine Wn and then use this quantity minus

μ as an estimate of E[Dn]?

Repeat for when we want to estimate E[Wn].