This paper reviews statistical methods for analyzing output data from computer simulations. Specifically, it focuses on the estimation of steady-state system parameters. The esti...
This paper reviews statistical methods for analyzing output data from computer simulations of single systems. In particular, it focuses on the problems of choosing initial conditi...
The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed c...
This paper describes the selection and automation of a method for estimating how many replications should be run to achieve a required accuracy in the output. The motivation is to...
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 stateof-the-art prese...