In this lecture, we introduce the estimation of absolute performance measures in simulation – effectively shifting our focus from validating input models to validating and making inferences about simulation outputs. Most of this lecture is a review of statistics and reasons for the assumptions for various parametric and non-exact non-parametric methods. We also introduce a few more advanced statistical topics, such as non-parametric methods and special high-power tests for normality. We then switch to focusing on simulations and their outputs, starting with the definition of terminating and non-terminating systems as well as the related transient and steady-state simulations. We will pick up next time with discussing details related to performance measures (and methods) for transient simulations next time and steady-state simulations after that. Our goal was to discuss the difference between point estimation and interval estimation for simulation, but we will hold off to discuss that topic in the next lecture.
The following widgets are referenced in this lecture:
- Concept Explorer: Input Analyzer (fully functional Input Modeling tool)
- Concept Explorer: Output Analyzer (fully functional statistical analysis tool)
- Concept Explorer: Statistical Power Analysis
- Concept Explorer: Multiple Comparisons Explorer
