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Analysis of Simulation Experiments by Bootstrap Resampling

Analysis of Simulation Experiments by Bootstrap Resampling
Analysis of Simulation Experiments by Bootstrap Resampling
This tutorial considers some very general procedures for analysing the results of a simulation experiment using bootstrap resampling. Bootstrapping has come to be recognised in statistics as being far ranging and effective. However it is not so well known in simulation despite being ideally suited for use in such a context. We discuss aspects ranging from the elementary to the advanced. We describe the rationale and the simple steps needed to implement bootstrapping in (i) estimation of the distributional properties of the output and its dependence on factors of interest; (ii) model fitting; (iii) model selection; (iv) model validation; (v) sensitivity analysis
179-186
Institute of Electrical and Electronics Engineers
Cheng, R.C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67
Cheng, R.C.H.
a4296b4e-7693-4e5f-b3d5-27b617bb9d67

Cheng, R.C.H. (2001) Analysis of Simulation Experiments by Bootstrap Resampling. In Proceedings of the Winter Simulation Conference 2001. Institute of Electrical and Electronics Engineers. pp. 179-186 . (doi:10.1109/WSC.2001.977264).

Record type: Conference or Workshop Item (Paper)

Abstract

This tutorial considers some very general procedures for analysing the results of a simulation experiment using bootstrap resampling. Bootstrapping has come to be recognised in statistics as being far ranging and effective. However it is not so well known in simulation despite being ideally suited for use in such a context. We discuss aspects ranging from the elementary to the advanced. We describe the rationale and the simple steps needed to implement bootstrapping in (i) estimation of the distributional properties of the output and its dependence on factors of interest; (ii) model fitting; (iii) model selection; (iv) model validation; (v) sensitivity analysis

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More information

Published date: 2001
Venue - Dates: Winter Simulation Coference 2001, 2001-01-01
Organisations: Operational Research

Identifiers

Local EPrints ID: 29718
URI: https://eprints.soton.ac.uk/id/eprint/29718
PURE UUID: 27f0effc-bfd3-4768-bb77-c30987ca1315

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Date deposited: 11 May 2006
Last modified: 17 Jul 2017 15:57

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