The paper summarizes some important results at the intersection of the fields of Bayesian statistics and stochastic simulation. Two statistical analysis issues for stochastic sim...
We consider the steady state output analysis problem for a process that satisfies a functional central limit theorem. We construct asymptotically valid confidence intervals for th...
This paper is focused on estimating the quality of the sample mean from a steady-state simulation experiment with consideration of computational efficiency, memory requirement, an...
AutoStat™ is an extension package for AutoMod™ and AutoSched™ models that provides complete support for simulation model experimentation and statistical analysis of outputs....
This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditi...