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Using nonparametric statistics in simulation analysis: a review

Published: 01 December 1995 Publication History

Abstract

Techniques that make the minimum of assumptions about the underlying characteristics of the simulation output series are particularly useful for simulation analysis. This tutorial discusses robust non-parametric techniques with immediate applicability to such crucial steps in simulation analysis as sampling, experimental design, and output analysis. Algorithms are provided for various tasks.

References

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Edgington, E.S. 1980. Randomization Tests. New York: Marcel Dekker.
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Efron, B. 1979. Bootstrap Methods: Another Look at Jackknife. Annals of Statistics, 7: 1-26.
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Efron, B. and R. Tibshirani. 1984. Bootstrap Methods for Standard Errors, Confidence Intervals and Other Measures of Statistical Accuracy. Statistical Science, 1: 54-77.
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Hoeffding, W. 1952. The Large Smnple Power of Tests Based on Permutations of Observations. Annals of Mathematical Statistics, 23: 169-192.
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Scheff6, H. 1959. The Analysis of Variance. New York: Wiley.
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Yiicesan, E. 1992. Evaluating Random Number Generators Using Permutation Tests. In Proceedings of the 1992 European Simulation Multiconference, ed. Stephenson, 94-98.
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Yiicesan, E. 1993. Randomization Tests for Initial Bias in Simulation Output. Naval Research Logistics, 40: 643-663.
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Yticesan, E. 1994. Comparing Alternative System Configurations: A Nonparametric Approach. Annals of Operations Research, 53:471-484.

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cover image ACM Conferences
WSC '95: Proceedings of the 27th conference on Winter simulation
December 1995
1493 pages
ISBN:0780330188

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IEEE Computer Society

United States

Publication History

Published: 01 December 1995

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WSC95
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  • IIE
  • IEEE-SMCS
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  • SCS
  • SIGSIM
  • IEEE-CS
  • NIST
WSC95: 1995 Winter Simulation Conference
December 3 - 6, 1995
Virginia, Arlington, USA

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WSC '95 Paper Acceptance Rate 122 of 183 submissions, 67%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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