We discuss some basic techniques for modeling dependence between the random variables that are inputs to a simulation model, with the main emphasis being continuous bivariate dist...
An important step in designing stochastic simulation is modeling the uncertainty in the input environment of the system being studied. Obtaining a reasonable representation of thi...
The paper summarizes some important results at the intersection of the fields of Bayesian statistics and stochastic simulation. Two statistical analysis issues for stochastic sim...
Taking into account input-model, input-parameter, and stochastic uncertainties inherent in many simulations, our Bayesian approach to input modeling yields valid point and confide...