Feature Article—Statistical Analysis of Simulation Output Data

DOI10.1287/OPRE.31.6.983MaRDI QIDQ3324908zbMATH OpenOpenAlexFDO

Authors Averill M. Law

Publication date 1983

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.31.6.983

zbMATH Keywords

confidence intervalsdiscrete event simulationstatistical analysis of output datasteady state simulationterminal simulation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Statistical analysis of steady-state simulations: Survey of recent progress
• scientific article; zbMATH DE number 3928175
• scientific article; zbMATH DE number 4024487
• The semi-regenerative method of simulation output analysis
• Calculation of confidence intervals for simulation output

Cited in

(34)

• Some properties of simulation interval estimators under dependence induction
• Approximation for the mean value performance of locking algorithms for distributed database systems: A partitioned database
• Comparative performance analysis of priority rules in a constrained flow shop with multiple processors environment
• Autoregressive-output-analysis methods revisited
• Controlling the precision of estimated means in interactive simulation
• A statistical process control approach to selecting a warm-up period for a discrete-event simulation
• Analysis of the behavior of the transient period in non-terminating simulations
• Finite-sample performance of absolute precision stopping rules
• Simulation and Analytical Approach to the Identification of Significant Factors
• Performance of a wavelet-based spectral procedure for steady-state simulation analysis
• Analysing steady-state simulation output using vector autoregressive processes with exogenous variables
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Simulation Output Analysis Using Standardized Time Series
• Using excursion to analyze simulation output
• Multivariate Standardized Time Series for Steady-State Simulation Output Analysis
• Validation of Simulation Models via Simultaneous Confidence Intervals
• Arma-Based Confidence Intervals for Simulation Output Analysis
• Multivariate Simulation Output Analysis
• scientific article; zbMATH DE number 3928175 (Why is no real title available?)
• scientific article; zbMATH DE number 4024487 (Why is no real title available?)
• scientific article; zbMATH DE number 4047030 (Why is no real title available?)
• scientific article; zbMATH DE number 4050932 (Why is no real title available?)
• Using Operational Analysis in Simulation: A Queueing Network Example
• scientific article; zbMATH DE number 33261 (Why is no real title available?)
• scientific article; zbMATH DE number 700520 (Why is no real title available?)
• Sensitivity of computer simulation experiments to errors in input data
• Analysis of event-based, single-server nonstationary simulation responses using classical time-series models
• A Sequential Stopping Rule for a Steady-State Simulation Based on Time-Series Forecasting
• Calculation of confidence intervals for simulation output
• The semi-regenerative method of simulation output analysis
• Detecting shifts in the mean of a simulation output process
• Virtual statistics in simulation via k nearest neighbors
• Model-based annealing random search with stochastic averaging
• Statistical analysis of simulation output from parallel computing

This page was built for publication: Feature Article—Statistical Analysis of Simulation Output Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3324908)