Download or read book Statistical Considerations in Computer Simulation Experiments written by George S. Fishman and published by . This book was released on 1967 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report discusses some statistical questions related to the analysis of digital computer simulation experiments. The remarks are confined to systems simulations that are or that contain queueing networks; for example, inventory models and job shop manufacturing facilities. The basic assumption is that these systems contain elements of random behavior so that the system output is a random variable. This paper describes some fundamental statistical problems that should be recognized in a simulation experiment from the initial phase of problem definition through the final stage of analysis of results.
Download or read book Statistical Considerations in Computer Simulation written by Linda Weiser Friedman and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book DIGITAL COMPUTER SIMULATION STATISTICAL CONSIDERATIONS written by and published by . This book was released on 1967 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report discusses the statistical problems that arise in computer simulation experiments. Three problem areas inherent in all stochastic system simulation models are discussed: verification, which determines whether a model actually behaves as an experimenter assumes it does; validation, which tests whether the model reasonably approximates a real system; and problem analysis, which seeks to ensure proper execution of a simulation and proper handling of its results. The study traces the elements of a simulation experiment from initial conception to analysis of final results, defining the statistical problems that arise at each step and relating them to the formal body of statistical theory. Since the aim is to promote awareness of problems, not to solve them, the study offers no general solutions but provides references germane to the statistical problems described.
Download or read book Current Issues in Computer Simulation written by Nabil R. Adam and published by Academic Press. This book was released on 2014-05-09 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Current Issues in Computer Simulation is a collection of papers dealing with computer simulation languages, statistical aspects of simulation, linkage with optimization and analytical models, as well as theory and application of simulation methodology. Some papers explain the General Purpose Simulation System (GPSS), a programming package incorporating a language to simulate discrete systems; and the SIMSCRIPT, a general-purpose simulation language using English commands, for example, FORTRAN. Another simulation language is the General Activity Simulation Program (GASP), providing for an organizational structure to build models to simulate the dynamic performance of systems on a digital computer. Other papers discuss simulation models of real systems, including corporate simulation models, multistage consumer choice process, determination of maximum occupancy for hospital facilities, and the juvenile court system. Many computer simulations are statistical sampling experiments performed on a model of the system under investigation. Other papers discuss some of the variables involved in the statistical design and analysis of simulation experiments such as variance reduction techniques, generation of random variates, and experimental layout. For example, one application simulates inventory systems when many items are stocked in various locations. The collection is suitable for programmers, computer engineers, businessmen, hospital administrators, schools officials, and depositories of huge volumes of information or data.
Download or read book Design and Analysis of Simulation Experiments written by Jack P.C. Kleijnen and published by Springer Science & Business Media. This book was released on 2007-11-15 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation is a widely used methodology in all Applied Science disciplines. This textbook focuses on this crucial phase in the overall process of applying simulation, and includes the best of both classic and modern methods of simulation experimentation. This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.
Download or read book Foundations and Methods of Stochastic Simulation written by Barry Nelson and published by Springer Science & Business Media. This book was released on 2013-01-31 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.
Download or read book Health Care Evaluation Using Computer Simulation written by Boris Sobolev and published by Springer Science & Business Media. This book was released on 2012-07-12 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to place computer simulation studies within the paradigm of intervention research that is concerned with comparing the outcomes of health care delivered under different policies. This book presents computer simulation as a tool for testing various policy alternatives that have been developed by decision-makers within health care systems. This approach differs from the use of computer simulation in operations research, where simulation helps determine the configurations of a system that will allow it to function optimally. Although simulation of health care processes is not new, few health care systems have used simulations as a basis for re-engineering the delivery of health services. There is growing appreciation that the complexity of health care processes exceeds the capacity of individual disciplines–health services research, health economics, or operations research–to guide health care reform. In this book, the authors focus on bringing the methodological rigor of evaluative research to the design and analysis of such simulation studies. The book is intended as a reference for health services researchers. It offers a comprehensive description of the methodology of conducting simulation studies in evaluation of service alternatives in surgical care using discrete-event models, including the steps for identifying the clinical and managerial activities of the perioperative process, determining the model requirements, implementing simulation models, designing simulation experiments and analyzing the experimental data, and interpreting and reporting results. The book also offers examples of specific aspects of conducting simulation experiments: how to determine the number of runs needed to estimate the effect of implementing a health care policy; how to allocate the number of runs to study groups in simulation experiments aiming to evaluate policy or management alternatives; and how to use statistical analysis to estimate, interpret, and report effect sizes.
Download or read book Simulation Techniques for Discrete Event Systems written by I. Mitrani and published by Cambridge University Press. This book was released on 1982-12-09 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: To perform computer simulation successfully, two rather different sets of skills are required. One of these relates to programming: a simulation program should do what its author intends and do it efficiently. The other is concerned with the collection and analysis of data: statistical tools have to be used in order to obtain with a minimum of effort, accurate and reliable estimates for the desired performance measures. Dr Mitrani covers both of these aspects of the simulation method. The important topics of point and interval estimation, simulation efficiency and the analysis of simulation experiments are discussed in detail. This book, first published in 1982, will be useful to both undergraduate and postgraduate students taking courses on simulation in departments of computer science, operations research and statistics in universities and polytechnics. It will be of benefit also to practitioners in the field.
Download or read book Statistical Techniques in Simulation written by Jack P. C. Kleijnen and published by . This book was released on 1974 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fundamentals of simulation; The statistical aspects of simulation; Variance reduction techniques; The design and analysis of experiments; Sample size and reliability; Monte Carlo experimentation with bechhofer and blumenthal's multiple ranking procedures: a case study.
Download or read book The Design of Computer Simulation Experiments written by Institute of Management Sciences. College on Simulation and Gaming and published by Durham, N.C. : Duke University Press. This book was released on 1969 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: Compilation of conference papers on methodology for designing computer simulation experiments - defines a number of specific design problems, describes several techniques for data analysis of data generated by the experiments, and includes applications, etc. Graphs and references. Conference held in durham 1968 October 14 to 16.
Download or read book Proceedings of the Conference on the Design of Experiments written by and published by . This book was released on 1990 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Design and Analysis of Simulation Experiments written by Jack P.C. Kleijnen and published by Springer. This book was released on 2015-07-01 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new edition of Kleijnen’s advanced expository book on statistical methods for the Design and Analysis of Simulation Experiments (DASE). Altogether, this new edition has approximately 50% new material not in the original book. More specifically, the author has made significant changes to the book’s organization, including placing the chapter on Screening Designs immediately after the chapters on Classic Designs, and reversing the order of the chapters on Simulation Optimization and Kriging Metamodels. The latter two chapters reflect how active the research has been in these areas. The validation section has been moved into the chapter on Classic Assumptions versus Simulation Practice, and the chapter on Screening now has a section on selecting the number of replications in sequential bifurcation through Wald’s sequential probability ration test, as well as a section on sequential bifurcation for multiple types of simulation responses. Whereas all references in the original edition were placed at the end of the book, in this edition references are placed at the end of each chapter. From Reviews of the First Edition: “Jack Kleijnen has once again produced a cutting-edge approach to the design and analysis of simulation experiments.” (William E. BILES, JASA, June 2009, Vol. 104, No. 486)
Download or read book Object Oriented Computer Simulation of Discrete Event Systems written by Jerzy Tyszer and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Object-Oriented Computer Simulation of Discrete-Event Systems offers a comprehensive presentation of a wide repertoire of computer simulation techniques available to the modelers of dynamic systems. Unlike other books on simulation, this book includes a complete and balanced description of all essential issues relevant to computer simulation of discrete event systems, and it teaches simulation users how to design, program and exploit their own computer simulation models. In addition, it uses the object-oriented methodology throughout the book as its main programming platform. The reader is expected to have some background in the theory of probability and statistics and only a little programming experience in C++, as the book is not tied down to any particular simulation language. The book also provides 50 complete simulation problems to assist with writing such simulation programs. Object-Oriented Computer Simulation of Discrete-Event Systems demonstrates the basic and generic concepts used in computer simulation of discrete-event systems in a comprehensive, uniform and self-contained manner.
Download or read book The Design and Analysis of Computer Experiments written by Thomas J. Santner and published by Springer. This book was released on 2019-01-08 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the publication of the first edition, there have been many methodological advances and software developments to implement these new methodologies. The computer experiments literature has emphasized the construction of algorithms for various data analysis tasks (design construction, prediction, sensitivity analysis, calibration among others), and the development of web-based repositories of designs for immediate application. While it is written at a level that is accessible to readers with Masters-level training in Statistics, the book is written in sufficient detail to be useful for practitioners and researchers. New to this revised and expanded edition: • An expanded presentation of basic material on computer experiments and Gaussian processes with additional simulations and examples • A new comparison of plug-in prediction methodologies for real-valued simulator output • An enlarged discussion of space-filling designs including Latin Hypercube designs (LHDs), near-orthogonal designs, and nonrectangular regions • A chapter length description of process-based designs for optimization, to improve good overall fit, quantile estimation, and Pareto optimization • A new chapter describing graphical and numerical sensitivity analysis tools • Substantial new material on calibration-based prediction and inference for calibration parameters • Lists of software that can be used to fit models discussed in the book to aid practitioners
Download or read book Uncertainty Management in Simulation Optimization of Complex Systems written by Gabriella Dellino and published by Springer. This book was released on 2015-06-29 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims at illustrating strategies to account for uncertainty in complex systems described by computer simulations. When optimizing the performances of these systems, accounting or neglecting uncertainty may lead to completely different results; therefore, uncertainty management is a major issues in simulation-optimization. Because of its wide field of applications, simulation-optimization issues have been addressed by different communities with different methods, and from slightly different perspectives. Alternative approaches have been developed, also depending on the application context, without any well-established method clearly outperforming the others. This editorial project brings together — as chapter contributors — researchers from different (though interrelated) areas; namely, statistical methods, experimental design, stochastic programming, global optimization, metamodeling, and design and analysis of computer simulation experiments. Editors’ goal is to take advantage of such a multidisciplinary environment, to offer to the readers a much deeper understanding of the commonalities and differences of the various approaches to simulation-based optimization, especially in uncertain environments. Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice. Besides researchers and scientists of the field, the primary audience for the proposed book includes PhD students, academic teachers, as well as practitioners and professionals. Each of these categories of potential readers present adequate channels for marketing actions, e.g. scientific, academic or professional societies, internet-based communities, and authors or buyers of related publications.
Download or read book Advances in Stochastic Simulation Methods written by N. Balakrishnan and published by Boston : Birkhäuser. This book was released on 2000-01-01 with total page 386 pages. Available in PDF, EPUB and Kindle. Book excerpt: This carefully edited book discusses new methods and applications for stochastic simulation and experimental design with the focus on methodological issues and recent developments for computer simulations in statistical application problems. A large number of topics are treated, including computer simulation methodology queueing systems, statistical methods in simulation, optimal experimental design, and numerical algorithms. The book will be an essential up-to-date resource for researchers and professionals in applied statistics, experimental design, operations research and stochastic simulation.
Download or read book Statistical Modeling and Simulation for Experimental Design and Machine Learning Applications written by Jürgen Pilz and published by Springer. This book was released on 2023-11-10 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a selection of articles on statistical modeling and simulation, with a focus on different aspects of statistical estimation and testing problems, the design of experiments, reliability and queueing theory, inventory analysis, and the interplay between statistical inference, machine learning methods and related applications. The refereed contributions originate from the 10th International Workshop on Simulation and Statistics, SimStat 2019, which was held in Salzburg, Austria, September 2–6, 2019, and were either presented at the conference or developed afterwards, relating closely to the topics of the workshop. The book is intended for statisticians and Ph.D. students who seek current developments and applications in the field.
