correlation matrix. The algorithm may be applied to any set of continuous, strictly increasing distribution functions; the … marginal distributions need not all be of the same functional form. The correlation matrix is first checked for mathematical …

This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed … queueing systems. The conclusions are: (i) the naive intuitive test rejects a valid simulation model substantially more often … than the novel test does; (ii) the naive test shows "perverse" behavior within a certain domain: the worse the simulation …

nonzero correlation between the arrival counts in different periods within the same day. For each of the new models, we …

assessing dependence. Our results lead to several conclusions: First, simply asking experts to report a correlation is a …

Using common random numbers (CRN) in simulation experiment design is known to reduce the variance of estimators of …, specifically multiple comparisons with the best. These models explain the effect of CRN via a linear regression of the simulation … output on "control variates" that are functions of the simulation inputs. We establish theoretically, and illustrate …

Simple heuristic formulas are developed to estimate the simulation run lengths required to achieve desired statistical …-state characteristics such as expected equilibrium queue lengths. The formulas can be applied to design simulation experiments to develop … addition to indicating the approximate simulation run length required in each case of a designed experiment, the formulas can …

worsened. To explore the apparent paradox we develop a detailed simulation model of Analog, including operations, financial and …