Analysis of simulation output by resampling


Cheng, R.C.H. (2001) Analysis of simulation output by resampling. International Journal of Simulation, 1, (1-2), 51-58.

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Description/Abstract

Bootstrap resampling is an extremely practical and effective way of studying the distributional properties of
simulation output when this is subject to random variation. The purpose of this paper is to show that many problems of
sensitivity analysis (SA) and validation can be very simply handled by this method. We consider classical non-parametric
version of the bootstrap and show that it can be applied in a natural way in simulation studies without becoming immersed
in complicated statistical methodology. The main message of the paper is that the bootstrap method should be the
statistical method of first resort in SA and validation studies.

Item Type: Article
ISSNs: 1473-8031 (print)
Related URLs:
Keywords: bootstrapping, sensitivity analysis, validation, metamodels
Subjects: Q Science > QA Mathematics
H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Operational Research
ePrint ID: 29720
Date Deposited: 12 May 2006
Last Modified: 27 Mar 2014 18:18
Contact Email Address: R.C.H.Cheng@maths.soton.ac.uk
URI: http://eprints.soton.ac.uk/id/eprint/29720

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