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» Statistical analysis of simulation output: state of the art
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WSC
1997
14 years 10 months ago
Bayesian Analysis for Simulation Input and Output
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...
Stephen E. Chick
WSC
2004
14 years 11 months ago
Simulation Output Analysis Based on Excursions
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...
James M. Calvin
WSC
2000
14 years 10 months ago
Simulation output analysis via dynamic batch means
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...
Yingchieh Yeh, Bruce W. Schmeiser
WSC
1997
14 years 10 months ago
AutoStat: Output Statistical Analysis for AutoMod Users
AutoStat™ is an extension package for AutoMod™ and AutoSched™ models that provides complete support for simulation model experimentation and statistical analysis of outputs....
John S. Carson II
WSC
1998
14 years 10 months ago
Advanced Methods for Simulation Output Analysis
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...
Christos Alexopoulos, Andrew F. Seila