Article ID: | iaor19992087 |
Country: | United States |
Volume: | 44 |
Issue: | 6 |
Start Page Number: | 812 |
End Page Number: | 819 |
Publication Date: | Jun 1998 |
Journal: | Management Science |
Authors: | Bettonvil Bert, Kleijnen Jack P.C., Groenendaal Willem van |
Keywords: | statistics: regression, queues: theory |
This paper argues that it is wrong to require that regressing the outputs of a trace-driven simulation on the observed real outcomes should give a 45° (unit slope) line through the origin (zero intercept). This note proposes instead an alternative requirement: the responses of the simulated and the real systems should have the same means and the same variances. To test statistically whether this requirement is satisfied, a novel procedure is derived: regress the differences between simulated and real responses on their associated sums, and test whether the resulting intercept and slope are both zero. This novel but simple test assumes identically, independently, and normally distributed outputs of the real system and the simulated system. The old and the new procedures are investigated in extensive Monte Carlo experiments that simulate