The Efficiency of Statistical Simulation Procedures

Abstract

Various methods for improving the efficiency of statisticals imulation of complex systems are described and illustratedf or simple queuing situations. The paper proposes that the efficiency and effectiveness of statistical simulations can be increased throught he adaptation of experimentadl esign principles which exploit any qualitative knowledge surrounding the problem understudy. Some techniques explored are: proportional sampling fixed sequence sampling importance sampling and the use of concomitant information.