Statistical analysis of simulation output: state of the art

  • Authors:
  • Christos Alexopoulos

  • Affiliations:
  • Georgia Institute of Technology, Atlanta, GA

  • Venue:
  • Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
  • Year:
  • 2007

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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.