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Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
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TY - GEN
T1 - Bootstrap Confidence Intervals for Simulation Output Parameters
AU - Barton, Russell
AU - Rhodes-Leader, Luke
PY - 2024/2/2
Y1 - 2024/2/2
N2 - Bootstrapping has been used to characterize the impact on discrete-event simulation output arising from input model uncertainty for thirty years. The distribution of simulation output statistics can be very non-normal, especially in simulation of heavily loaded queueing systems, and systems operating at a near optimal value of the output measure. This paper presents issues facing simulationists in using bootstrapping to provide confidence intervals for parameters related to the distribution of simulation output statistics, and identifies appropriate alternatives to the basic and percentile bootstrap methods. Both input uncertainty and ordinary output analysis settings are included.
AB - Bootstrapping has been used to characterize the impact on discrete-event simulation output arising from input model uncertainty for thirty years. The distribution of simulation output statistics can be very non-normal, especially in simulation of heavily loaded queueing systems, and systems operating at a near optimal value of the output measure. This paper presents issues facing simulationists in using bootstrapping to provide confidence intervals for parameters related to the distribution of simulation output statistics, and identifies appropriate alternatives to the basic and percentile bootstrap methods. Both input uncertainty and ordinary output analysis settings are included.
U2 - 10.1109/WSC60868.2023.10407467
DO - 10.1109/WSC60868.2023.10407467
M3 - Conference contribution/Paper
SP - 421
EP - 432
BT - Proceedings of the 2023 Winter Simulation Conference
PB - ACM
CY - New York
ER -