Statistical Considerations in Computer Simulation: The State of the Art

Journal of Statistical Computation and Simulation, Vol. 19(3), pp. 237-263, 1984

Posted: 10 Aug 2016

See all articles by Linda Weiser Friedman

Linda Weiser Friedman

Baruch College, CUNY - Zicklin School of Business; CUNY - The Graduate Center

Hershey H. Friedman

City University of New York - Department of Business Management

Date Written: 1984

Abstract

The multiple response problem in simulation analysis refers to the statistical design and analysis of simulation experiments which output more than a single response variable, or measure of effectiveness. In this article, the multivariate response simulation model is defined and some historical solutions from the literature are discussed. Recent research into the use of multivariate statistical methods in simulation analysis is reviewed, including the statistical rationale for the use of these techniques, the advantage of using these methods in simulation output analysis, and a comprehensive survey of the simulation literature which has applied these procedures to date. The concept of multivariate response simulation metamodel, an auxiliary, analytic model which serves to aid in the interpretation of the simulation model, is also presented.

Keywords: Simulation, Multivariate Statistics, Simulation Output Analysis

JEL Classification: C15, C18

Suggested Citation

Friedman, Linda Weiser and Friedman, Hershey H., Statistical Considerations in Computer Simulation: The State of the Art (1984). Journal of Statistical Computation and Simulation, Vol. 19(3), pp. 237-263, 1984. Available at SSRN: https://ssrn.com/abstract=2816542

Linda Weiser Friedman

Baruch College, CUNY - Zicklin School of Business ( email )

17 Lexington Avenue
New York, NY 10010
United States

HOME PAGE: http://cisnet.baruch.cuny.edu/friedman/

CUNY - The Graduate Center

365 Fifth Avenue
New York,, NY 10016
United States

Hershey H. Friedman (Contact Author)

City University of New York - Department of Business Management ( email )

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