Validation of Simulation Models via Simultaneous Confidence Intervals

DOI10.1080/01966324.1984.10737151zbMath0564.62024WikidataQ58117189 ScholiaQ58117189MaRDI QIDQ3678472

Balci, Osman, 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

zbMATH Keywords

survey; modeling; simultaneous confidence intervals; validation; tradeoff analysis; joint confidence regions; multivariate response simulation model; operational validity

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62G15: Nonparametric tolerance and confidence regions

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

90B99: Operations research and management science

65C99: Probabilistic methods, stochastic differential equations

Related Items

Certified reduced basis model validation: a frequentistic uncertainty framework, A fuzzy-neural resemblance approach to validate simulation models, Multivariate significance testing and model calibration under uncertainty, Verification and validation of simulation models

Uses Software

• AS 181

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Simultaneous statistical inference. 2nd ed
• Multivariate estimation in regenerative simulation
• An introduction to the regenerative method for simulation analysis
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Confidence Interval Estimation Using Standardized Time Series
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Feature Article—Statistical Analysis of Simulation Output Data
• A Robust Test in the Multivariate Two-Sample Location Problem
• A Coverage Function for Interval Estimators of Simulation Response