haku: @author Saliby, E. / yhteensä: 3
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| Tekijä: | Saliby, E. |
| Otsikko: | Understanding the variability of simulation results: an empirical study |
| Lehti: | Journal of the Operational Research Society
1990 : APR, VOL. 41:4, p. 319-327 |
| Asiasana: | MONTE CARLO TECHNIQUE SIMULATION ESTIMATION |
| Kieli: | eng |
| Tiivistelmä: | Simulation estimates are determined by the input samples. Any input sample can be seen as being composed of two global features: the set of input values and their sequence. The influence of both features on the variability of simulation estimates is investigated. This empirical investigation is based on a two-way factorial model, conducting one experiment for each simulation problem considered. Under the standard random sampling approach, it is found that a substantial amount of the simulation estimates variance is only due to the variability associated with the set of input values. The sequence influence is problem-dependent and rather unpredictable. |
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