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Validation of Trace-Driven Simulation Models: Bootstrap Tests.

Authors :
Kleijnen, Jack P. C.
Cheng, Russell C. H.
Bettonvil, Bert
Source :
Management Science; Nov2001, Vol. 47 Issue 11, p1533-1538, 6p, 1 Chart
Publication Year :
2001

Abstract

Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique--based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00251909
Volume :
47
Issue :
11
Database :
Complementary Index
Journal :
Management Science
Publication Type :
Academic Journal
Accession number :
5721047
Full Text :
https://doi.org/10.1287/mnsc.47.11.1533.10255