Validation of Simulation Models via Simultaneous Confidence Intervals

DOI10.1080/01966324.1984.10737151zbMATH Open0564.62024OpenAlexW2068572261WikidataQ58117189 ScholiaQ58117189MaRDI QIDQ3678472FDOQ3678472

Authors: Osman Balci, Robert G. Sargent 

Publication date: 1984

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737151

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zbMATH Keywords

surveymodelingsimultaneous confidence intervalsvalidationtradeoff analysisjoint confidence regionsmultivariate response simulation modeloperational validity

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Operations research and management science (90B99)

Cites Work

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• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
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• Feature Article—Statistical Analysis of Simulation Output Data
• A Robust Test in the Multivariate Two-Sample Location Problem
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Cited In (15)

• QMC computation of confidence intervals for a sleep performance model
• Validation of trace-driven simulation models: A novel regression test
• Validation of the revised STIr method
• Statistical validation of simulation models of observable systems
• Certified reduced basis model validation: a frequentistic uncertainty framework
• A fuzzy-neural resemblance approach to validate simulation models
• Validating simulation models: a general framework and four applied examples
• Regression Metamodels for Simulation with Common Random Numbers: Comparison of Validation Tests and Confidence Intervals
• Title not available (Why is that?)
• Verification and validation of simulation models
• A multiple response model validation metric based on distance of probability distribution
• Multivariate significance testing and model calibration under uncertainty
• Validation of regression metamodels in simulation: bootstrap approach
• An \(m\)-fold decimation-based technique for model validation using a single system output data set
• Analysis of Multi-domain Complex Simulation Studies

Uses Software

• AS 181

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