A tutorial on design and analysis of simulation experiments

  • Authors:
  • W. David Kelton

  • Affiliations:
  • Department of Operations and Management Science, Carlson School of Management and Supercomputer Institute, University of Minnesota, Minneapolis, Minnesota

  • Venue:
  • WSC '95 Proceedings of the 27th conference on Winter simulation
  • Year:
  • 1995

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Abstract

This paper describes, in general terms, methods to help design the runs for simulation models and interpret their output. Statistical methods are described for several different purposes, and related problems like comparison, variance reduction, sensitivity estimation, metamodeling and optimization are mentioned. The main point is to call attention to the challenges and opportunities in using simulation models carefully and effectively.