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Validation of Trace-Driven Simulation Models: Bootstrap Tests.
- 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