Statistical analysis of simulation output data: the practical state of the art

  • Authors:
  • Averill M. Law

  • Affiliations:
  • Averill M. Law & Associates, Tucson, AZ

  • Venue:
  • WSC '04 Proceedings of the 36th conference on Winter simulation
  • Year:
  • 2004

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Abstract

One of the most important but neglected aspects of a simulation study is the proper design and analysis of simulation experiments. In this tutorial we give a state-of-the-art presentation of what the practitioner really needs to know to be successful. We will discuss how to choose the simulation run length, the warmup-period duration (if any), and the required number of model replications (each using different random numbers). The talk concludes with a discussion of three critical pitfalls in simulation output-data analysis.