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Feature Article—Statistical Analysis of Simulation Output Data

Author

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  • Averill M. Law

    (University of Arizona, Tucson, Arizona)

Abstract

We present a state-of-the-art survey of statistical analyses for simulation output data of a single simulated system. The various statistical problems associated with output data analyses such as start-up bias and determination of estimator accuracy are described in detail. We then discuss the best available techniques for addressing these problems, as well as topics for future research. The paper concludes with a discussion of how developments in simulation languages, computer graphics, and computer execution speed may affect the future of output analyses.

Suggested Citation

  • Averill M. Law, 1983. "Feature Article—Statistical Analysis of Simulation Output Data," Operations Research, INFORMS, vol. 31(6), pages 983-1029, December.
    • Handle: RePEc:inm:oropre:v:31:y:1983:i:6:p:983-1029
    DOI: 10.1287/opre.31.6.983
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    Citations

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    Cited by:

    1. Dashi I. Singham & Lee W. Schruben, 2012. "Finite-Sample Performance of Absolute Precision Stopping Rules," INFORMS Journal on Computing, INFORMS, vol. 24(4), pages 624-635, November.
    2. David F. Muñoz & Peter W. Glynn, 2001. "Multivariate Standardized Time Series for Steady-State Simulation Output Analysis," Operations Research, INFORMS, vol. 49(3), pages 413-422, June.
    3. Akkerman, Renzo & Knip, Marrig, 2002. "Reallocation of beds to reduce waiting time for cardiac surgery," Research Report 02A63, University of Groningen, Research Institute SOM (Systems, Organisations and Management).

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