Resampling methods of analysis in simulation studies

  • Authors:
  • Russell Cheng;Christine Currie

  • Affiliations:
  • University of Southampton, Southampton, UK;University of Southampton, Southampton, UK

  • Venue:
  • Winter Simulation Conference
  • Year:
  • 2009

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Abstract

This is an introductory tutorial on the statistical analysis of simulation output, but focusing on the (elementary) use of resampling, and related computer intensive techniques. The aspects covered are (i) input modeling (ii) output analysis (iii) model validation and (iv) model building and selection. The presentation will be very practically oriented including a fair number of real-time spreadsheet demonstrations. The demonstration worksheets will be made freely available online, and participants are actively encouraged to download them to try out the methods in their own simulations.