Analyzing transformation-based simulation metamodels

We present a technique for analyzing a simulation metamodel that has been constructed using a variancestabilizing transformation. To compute a valid confidence interval for the expected value of the original simulation response at a selected factor-level combination (design point), we first compute the corresponding confidence interval for the transformed response at that factor-level combination and then untransform the endpoints of the resulting confidence interval. Taking the midpoint of the untransformed confidence interval as our point estimator of the expected simulation response at the selected factorlevel combination and approximating the variance of this point estimator via the delta method, we formulate an approximate two-sample Student t-test for validating our metamodel-based estimator versus the results of making independent runs of the simulation at the selected factorlevel combination. We illustrate this technique in a case study involving the design of a manufacturing ...

• Type: Conference
• Year: 2000
• Where: WSC
• Authors: Maria de los A. Irizarry, Michael E. Kuhl, Emily K. Lada, Sriram Subramanian, James R. Wilson
• Keywords: Confidence Interval, Modeling And Simulation, Simulation, Simulation Metamodels, WSC 2000