论文信息 - A methodology for cost-risk analysis in the statistical validation of simulation models

A methodology for cost-risk analysis in the statistical validation of simulation models

A methodology is presented for constructing the relationships among model user's risk, model builder's risk, acceptable validity range, sample sizes, and cost of data collection when statistical hypothesis testing is used for validating a simulation model of a real, observable system. The use of the methodology is illustrated for the use of Hotelling's two-sample T 2 test in testing the validity of a multivariate stationary response stimulation model.

Osman Balci | Robert G. Sargent | R. Sargent | O. Balci

[1] George S. Fishman,et al. On validation of simulation models , 1973, AFIPS National Computer Conference.

[2] Bernard P. Zeigler,et al. Theory of Modelling and Simulation , 1979, IEEE Transactions on Systems, Man, and Cybernetics.

[3] Thomas H. Naylor,et al. Verification of Computer Simulation Models , 1967 .

[4] Eugene L. Grant,et al. Statistical Quality Control , 1946 .

[5] Lee W. Schruben,et al. Establishing the credibility of simulations , 1980 .

[6] E. Polak. Introduction to linear and nonlinear programming , 1973 .

[7] William J. Schull,et al. On the robustness of the T02 test in multivariate analysis of variance when variance-covariance matrices are not equal , 1964 .

[8] Thomas H. Naylor,et al. Design of computer simulation experiments for industrial systems , 1966, CACM.

[9] Gunnar Abrahamson,et al. Terminology for model credibility , 1980 .

[10] J. D. Johannes,et al. Systems Simulation: The Art and Science , 1975, IEEE Transactions on Systems, Man, and Cybernetics.

[11] I. A. Chaikovsky,et al. Terminology for model credibility , 1979 .