SIMTBED a graphical test bed for analyzing and reporting the results of a statistical simulation experiment

Authors
Drueg, Hans-Walter
Subjects
SIMTBED
Statistical simulation
Graphics
Regression-adjusted graphics
Serial correlation coefficient
Gamma distribution
Standard deviation of correlation coefficient
Advisors
Lewis, Peter A.W.
Date of Issue
1983-09
Date
September 1983
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
A graphical test bed in which the results of simulation experiment can be reported and analyzed is described. The test bed is based o the regression adjusted graphics and estimation methodology developed by Heidelberger and Lewis (Ref. 1) for regenerative simulation. From the graphics and associated numeric, the experimenter can summarize and see simultaneously relative properties, such as bias, normality and standard deviation, of several estimators of a characteristic of a population for up to 8 sample sizes. The evolution of these properties with sample size is also displayed. The graphics is supported on a lien printer to make it and the program portable. The technique is illustrated by examples concerning the effects of changes in data distribution on the behavior of the lag one serial correlation coefficient, the estimation of the shape parameter of Gamma random variables and a comparison of different methods (jackknife, bootstrap) for estimating the standard error of an estimator.
Type
Thesis
Description
URI
https://hdl.handle.net/10945/19984
Series/Report No
Department
Department of Operations Research
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
Copyright is reserved by the copyright owner
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