Analysis of simulation output

Document Type

Conference Proceeding

Publication Date

12-1-2003

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.

Identifier

1642560620 (Scopus)

Publication Title

Winter Simulation Conference Proceedings

ISSN

02750708

First Page

49

Last Page

58

Volume

1

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