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"The record of a month’s roulette playing at Monte Carlo can afford us material for discussing the foundations of knowledge" - Karl Pearson.
"Do not put faith in what statistics say until you have carefully considered what they do not say." - William Watt.
Lecture outline: How should the output of simulation runs be analyzed?
1) Output models and analysis.
2) Analysis for terminating simulations.
Method of independent replications.
3) Analysis for steady-state simulations.
Replication/ deletion methods.
Batch means.
Primary reference for this lecture:
“Simulation Modeling and Analysis with Arena” by Tayfur Altiok et al.; Chapter 2, “Discrete-Event Simulation”.
Secondary references for this lecture:
1. “Discrete-event simulation – a first course”, by Leemis and Park; Chapter 2: “Random Number Generation”.
2. "Handbook of Simulation", edited by J Banks, Chapter on Output Analysis by [link]
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