Advanced & Applied Topics · Simulation & Monte Carlo Methods

Statistical analysis of output data and validation in simulation

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Stochastic Modeling and Simulation

Overview

Topics covered

  • Introduction
  • Output Analysis and Validation in Discrete Event Simulation
  • Taxonomy of Systems and Output Data
  • Nature not I.I.D. of the output data
  • Fundamental classification: Terminal Systems vs. Non-Terminals
  • Statistical Analysis of Terminal Simulations

Related concepts

Main connections

  • Mean & expected value
  • Variance & standard deviation
  • Confidence interval
  • Time series & ARIMA
  • Student's t distribution
  • Bootstrap resampling

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Cov(Wi,Wi+1)≠0
View LaTeX source\text{Cov}(W_i, W_{i+1}) \neq 0