Output interpretation: some myths and common errors in simulation experiments

  • Authors:
  • Bruce W. Schmeiser

  • Affiliations:
  • Purdue University, West Lafayette, IN

  • Venue:
  • Proceedings of the 33nd conference on Winter simulation
  • Year:
  • 2001

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Abstract

During the more than fifty years that Monte Carlo simulation experiments have been performed on digital computers, a wide variety of myths and common errors have evolved. We discuss some of them, with a focus on probabilistic and statistical issues.