Statistical analysis of simulation output: state of the art

This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The estimation techniques include the replication/deletion approach, the regenerative method, the batch means method, and methods based on standardized time series.

• Type: Conference
• Year: 2007
• Where: WSC
• Authors: Christos Alexopoulos
• Keywords: Batch Means Method, Estimation Techniques, Modeling And Simulation, Statistical Methods, WSC 2007