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

Thumbnail Image
Files
NPS55-83-007.pdf (8.79 MB)
Authors
Lewis, P.A.W.
Orav, E.J.
Drueg, H.W.
Linnebur, D.G.
Uribe, L.
Subjects
SIMTBED
Statistical simulation
Graphics
Regression-adjusted graphics
Serial correlation coefficient
Gamma distribution
Standard deviation of correlation coefficient
Advisors
Date of Issue
1983-04
Date
April 1983
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
A graphical test bed in which the results of a simulation experiment can be reported and analyzed is described. The test bed is based on the regression adjusted graphics and estimation nethodology developed by Heidelberger and Lewis for regenerative simulation. From the graphics and associated numerics, the experimenter can sunrnarize and see simrultaneously relative properties, such as bias, nornality 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 line printer to make it and the program portable. The technique is illustrated by two examples, one concerning the effects of changes in data distribution on the behavior of the estimated lag one serial correlation coefficient and the other concerning the relative properties of several estimators of a Garnna distribution.
Type
Technical Report
Description
URI
https://hdl.handle.net/10945/63674
Series/Report No
Department
Operations Research (OR)
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
NPS55-83-007
Sponsors
Funding
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
Copyright is reserved by the copyright owner
Collections
Reports