A Methodology for Cost-Risk Analysis in the Statistical Validation of Simulation Models

Communications of the ACM

Volumn 24, Issue 4, 1981, Pages 190-197

  Balci, Osman ^a   Sargent, Robert G ^a  

^a SYRACUSE UNIVERSITY   (United States)

Author keywords

cost risk analysis; Hotelling's two sample T2 test; simulation; validation

Indexed keywords

COMPUTER SIMULATION;

EID: 0018999407     PISSN: 00010782     EISSN: 15577317     Source Type: Journal    
DOI: 10.1145/358598.358609     Document Type: Article

References (17)

1. Balci, O. and Sargent, R.G. Bibliography on validation of simulation models. Newsletter-TIMS College on Simulation and Gaming, 4, 2, (Spring 1980) 11-15.
2. Burdick, D.S. and Naylor, T.H. Design of computer simulation experiments for industrial systems. Comm. ACM, 9, 5 (May 1966) 329-339.
3. Garratt, M. Statistical validation of simulation models. Proc. Summer Computer Simulation Conf., Houston, TX, July 1974, 915-926.
4. Grant, E.I. and Leavenworth, R.S. Statistical Quality Control. McGraw-Hill, New York, 1972.
5. Graybill, F.A. Theory and Application of the Linear Model. Duxbury, North Scituate, 1976.
6. Ito, K. and Schull, W.J. On the robustness of the To test in multivariate analysis of variance when variance-covariance matrices are not equal. Biometrika, 51, Parts 1 and 2, (June 1964), 71-82.
7. Luenberger, D.G. Introduction to Linear and Nonlinear Programming. Addison-Wesley, London, 1973.
8. Mihram, G.A. Simular Credibility. Proc. Summer Computer Simulation Conf., Montreal, Canada, July 1973, 96-99.
9. Miller, I. and Freund, J.E. Probability and Statistics for Engineers. Prentice-Hall, New Jersey, 1977.
10. Morrison, D.F. Multivariate Statistical Methods. McGraw-Hill, New York, 1976.
11. Naylor, T.H. and Finger, J.M. Verification of computer simulation models. Management Sci., 14, 2, (October 1967)
12. Sargent, R.G. Validation of simulation models. Proc. Winter Simulation Conf., San Diego, CA, December 1979,497-503.
13. Sargent, R.G. Verification and validation of simulation models. In Progress in Modelling and Simulation, edited by F.E. Cellier, Academic, London, 1981.
14. Schlesinger, S. et al. Terminology for model credibility. Simulation, 32, 3, (March 1980), 103-104.
15. Schruben, L.W. Establishing the credibility of simulations. Simulation, 34, 3, (March 1980), 101-105.
16. Shannon, R.E. Systems Simulation: The Art and Science. Prentice-Hall, New Jersey, 1975.
17. Zeigler, B.P. Theory of Modelling and Simulation. John Wiley and Sons, New York, 1976.