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
Date Written: 1984
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: Suggested Citation