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Statistical analysis of simulation output: State of the art

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1 Author(s)
Alexopoulos, C. ; Georgia Inst. of Technol., Atlanta

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.

Published in:

Simulation Conference, 2007 Winter

Date of Conference:

9-12 Dec. 2007

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