Validation of Simulation Models via Simultaneous Confidence Intervals
- 1 February 1984
- journal article
- research article
- Published by Taylor & Francis in American Journal of Mathematical and Management Sciences
- Vol. 4 (3) , 375-406
- https://doi.org/10.1080/01966324.1984.10737151
Abstract
The purpose of this paper is to present state-of-the-art and new research results on the use of simultaneous confidence intervals (and joint confidence regions) for determining the operational validity of a multivariate response simulation model of an observable system. A methodology is presented which allows the use of different types of statistical procedures and provides for a tradeoff analysis among sample sizes, confidence levels, sizes of confidence intervals (or regions), and, if desired, cost of data collection. The methodology is illustrated for the validation of mean behavior.Keywords
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