On the use of MANOVA in the analysis of multiple-response simulation experiments

Authors:
Linda Weiser Friedman
Affiliations:
Deportment of Statistics and computer Information Systems, Baruch College of the City University of Naw York, NewYork, NewYork
Venue:
WSC '85 Proceedings of the 17th conference on Winter simulation
Year:
1985

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Abstract

The purpose of this paper is to demonstrate the applicability of multivariate analysis of variance (MANOVA) to simulation analysis. The paper discusses an illustrative simulation experiment of an M/M/s queueing system, in which three system configurations are crossed with two queue disciplines to produce a 3 x 2 factorial design. Since there are several output variables of interest, namely average number of waiting demands, average time in system, and the proportion of demands forced to wait more than a specified amount of time, a multivariate statistical technique must be used. The necessity and advantage of using this multivariate tool, rather than treating the simulation experiment as several univariate-response experiments, is discussed.