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
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.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Karplus, W.J., The spectrum of mathematical models. Perspectives in Computing, 3, no. 2, May 1983, pp. 4–13.
Box, G. E. P. and N.R. Draper, Empirical Model-Building And Response Surfaces. John Wiley & Sons, New York, 1987.
Naylor, T.H., editor, The Design of Computer Simulation Experiments, Duke University Press, Durham, N.C. 1969.
Kleijnen, J. P. C., Statistical Techniques in Simulation. Marcel Dekker, Inc., New York, 1974/1975. (Russian translation, Moscow, 1978.)
Conway, R.W., Some tactical problems in digital simulation. Management Science, 10. no. 1, Oct. 1963, p. 47–61.
Kleijnen, J.P.C., Statistical Tools for Simulation Practitioners, Marcel Dekker, Inc., New York, 1987.
Sachs, J., W.J. Welch, T.J. Mitchell, and H. P. Wynn, Design and analysis of computer experiments, Statistical Science, 4, no. 4, 1989, pp. 409–435.
Kleijnen, J. P. C., Statistics and deterministic simulation: Why not? Katholieke Universiteit Brabant (Tilburg University), Tilburg, 1990.
Bettonvil, B. and J. P. C. Kleijnen, Measurement scales and resolution IV designs. American Journal of Mathematical and Management Sciences (accepted).
Bettonvil, B., Detection of Important Factors by Sequential Bifurcation. Doctoral dissertation, Katholieke Universiteit Brabant (Tilburg University). Tilburg, November 1990.
Kleijnen, J. P. C., Regression metamodels for simulation with common random numbers: comparison of techniques. Katholieke Universiteit Brabant (Tilburg University), Tilburg, January 1990.
Kleijnen, J. P. C. and C.R. Standridge, Experimental design and regression analysis in simulation: an FMS case study. European Journal of Operational Research, 33, 1988, pp. 257–261.
Kleijnen, J. P. C., Simulation and Optimization in Production Planning: a Case Study, Katholieke Universiteit Brabant (Tilburg University), Tilburg, 1988.
Rotmans, J. and O. J. Vrieze, Metamodelling, a sensitivity analysis on the greenhouse effect. European Journal of Operational Research (accepted).
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1992 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Kleijnen, J.P.C. (1992). Sensitivity Analysis of Simulation Experiments: Regression Analysis and Statistical Design. In: Pflug, G., Dieter, U. (eds) Simulation and Optimization. Lecture Notes in Economics and Mathematical Systems, vol 374. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-48914-3_4
Download citation
DOI: https://doi.org/10.1007/978-3-642-48914-3_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-54980-2
Online ISBN: 978-3-642-48914-3
eBook Packages: Springer Book Archive