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Sensitivity Analysis of Simulation Experiments: Regression Analysis and Statistical Design

  • Jack P. C. Kleijnen
Conference paper
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 374)

Abstract

This tutorial gives a survey of strategic issues in the statistical design and analysis of experiments with deterministic and random simulation models. These issues concern what-if analysis, optimization, and so on. The analysis uses regression (meta)models and Least Squares. The design uses classical experimental designs such as 2k-p factorials, which are efficient and effective. If there are very many inputs, then special techniques such as group screening and sequential bifurcation are useful. Applications are discussed.

Keywords

Flexible Manufacture System Strategic Issue Group Screening Deterministic Simulation Random Simulation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1992

Authors and Affiliations

  • Jack P. C. Kleijnen
    • 1
  1. 1.Katholieke Universiteit Brabant (Tilburg University)TilburgNetherlands

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