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Enige statistische aspecten van simulatie
Author(s) -
LOMBAERS H. J. M.
Publication year - 1968
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1960.tb00641.x
Subject(s) - queueing theory , computation , sensitivity (control systems) , computer science , simple (philosophy) , statistics , confidence interval , mathematics , algorithm , engineering , philosophy , epistemology , electronic engineering
Summary When using simulation, the results of the computation should be analised to determine confidence limits and sensitivity. These can be improved by longer runs or by more sophisticated programming, both leading to increased cost. Some aspects of how to optimize simulation experiments are treated and of a simple queuing problem the influence of length of run, antithetic random numbers and control variables is compared with the analytical answers.