Analysis of simulation output

Research output: Contribution to journalConference articlepeer-review

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Abstract

Statistical methods for designing and analyzing simulation experiments were examined. Two types of performance measures: terminating (or transient) and steady-state (or infinite-horizon) were discussed. The different statistical techniques used for analyzing the results from terminating and steady-state simulations were reviewed. Variance-reduction techniques (VRT) used for simulation, such as common random numbers, antithetic values, method of control variates, and importance sampling were also discussed.

Original languageEnglish (US)
Pages (from-to)49-58
Number of pages10
JournalWinter Simulation Conference Proceedings
Volume1
StatePublished - Dec 1 2003
EventProceedings of the 2003 Winter Simulation Conference: Driving Innovation - New Orleans, LA, United States
Duration: Dec 7 2003Dec 10 2003

All Science Journal Classification (ASJC) codes

  • Software
  • Modeling and Simulation
  • Safety, Risk, Reliability and Quality
  • Chemical Health and Safety
  • Applied Mathematics

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