Output Analysis for Simulation

Abstract

Methods for analyzing data produced by simulations are reviewed. The author discusses the objectives of output analysis and examines the need to apply statistical methods. Methods for estimating parameters from terminating and steady-state simulations are presented. For steady-state simulations, methods for computing estimates of the mean, as well as proportions and percentiles, are presented. Multivariate estimation techniques are discussed, and some practical advice is provided concerning output analysis in practice. >