Article ID: | iaor20032557 |
Country: | United States |
Volume: | 47 |
Issue: | 11 |
Start Page Number: | 1533 |
End Page Number: | 1538 |
Publication Date: | Nov 2001 |
Journal: | Management Science |
Authors: | Bettonvil Bert, Cheng Russell C.H., Kleijnen Jack P.C. |
Keywords: | statistics: experiment |
Trace-driven (or correlated inspection) simulation means that the simulated and the real systems have some common inputs (say, historical arrival times) so that the two systems' outputs are cross-correlated. To validate such a simulation, this paper focuses on the difference between the average simulated and real responses. To evaluate this validation statistic, the paper develops a novel bootstrap technique – based on replicated runs. This validation statistic and the bootstrap technique are evaluated in extensive Monte Carlo experiments with specific single-server queues. These experiments show acceptable Type-I and Type-II error probabilities.