A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
The Maple V handbook
Simulation Modeling and Analysis
Simulation Modeling and Analysis
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Simulation output analysis is an important issue for evaluating the accuracy of simulation output results. We validate some laws of probability and introduce the general procedures of simulation output analysis via the Buffon's Needle experiment. The Central Limit Theory and the Strong Law of Large Number are the foundation to perform the simulation output analysis. The accuracy of simulation outputs is determined by the Confidence Interval and the sampling error. If we need one more digit accuracy of the simulation output, we have to increase the number of simulation runs by 100 times. Our simulation results are consistent with the theoretical results for the simulation output analysis.