Title :
Statistical analysis of simulation output: State of the art
Author :
Alexopoulos, Christos
Author_Institution :
Georgia Inst. of Technol., Atlanta
Abstract :
This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and methods based on standardized time series.
Keywords :
digital simulation; parameter estimation; statistical analysis; batch means method; computer simulations; estimation techniques; regenerative method; statistical analysis; steady-state system parameter estimation; Analytical models; Computational modeling; Costs; Data analysis; Parameter estimation; Statistical analysis; Steady-state; System performance; Systems engineering and theory; Tin;
Conference_Titel :
Simulation Conference, 2007 Winter
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4244-1306-5
Electronic_ISBN :
978-1-4244-1306-5
DOI :
10.1109/WSC.2007.4419597
