Simulation

The Practice of Model Development and Use

by Stewart Robinson

Spreadsheets

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  • Batch Means (Uses Fishman’s procedure to determine the batch size for the batch means confidence interval method – see section 10.3.1)
  • Compare Two (Comparison of results from two scenarios, using a paired-t approach and confidence interval for independent samples – see section 10.4.1)
  • Distributions (Shows shapes of continuous, discrete and approximate distributions with different parameters – see section 7.4 and appendix 5)
  • Multiple Comparisons (Comparison of results from more than two scenarios, using a paired-t approach and confidence interval for independent samples – see section 10.4.2)
  • Percentile (sorts the output data, draws a percentile plot and calculates the median, quartiles and percentiles of choice – see section 10.3.2)
  • Replications (Reports confidence intervals for independent replications – see section 9.7.1)
  • Run Length (Robinson’s convergence run-length method – see section 9.7.3)
  • Warmup (Time-series inspection and MSER method for determining the warm-up period – see section 9.6.1)