TY - GEN
T1 - A quick assessment of input uncertainty
AU - Ankenman, Bruce E.
AU - Nelson, Barry L.
PY - 2012
Y1 - 2012
N2 - 'Input uncertainty' refers to the frequently unrecognized, and rarely quantified, impact of using simulation input distributions that are estimated or 'fit' to a finite sample of real-world data. In this paper we present a relatively simple method for obtaining a quick assessment of the overall effect of input uncertainty on simulation output, and a somewhat more involved follow-up analysis that can identify the largest sources of input uncertainty. Numerical illustrations of both methods are provided.
AB - 'Input uncertainty' refers to the frequently unrecognized, and rarely quantified, impact of using simulation input distributions that are estimated or 'fit' to a finite sample of real-world data. In this paper we present a relatively simple method for obtaining a quick assessment of the overall effect of input uncertainty on simulation output, and a somewhat more involved follow-up analysis that can identify the largest sources of input uncertainty. Numerical illustrations of both methods are provided.
UR - http://www.scopus.com/inward/record.url?scp=84874748017&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84874748017&partnerID=8YFLogxK
U2 - 10.1109/WSC.2012.6465124
DO - 10.1109/WSC.2012.6465124
M3 - Conference contribution
AN - SCOPUS:84874748017
SN - 9781467347792
T3 - Proceedings - Winter Simulation Conference
BT - Proceedings of the 2012 Winter Simulation Conference, WSC 2012
T2 - 2012 Winter Simulation Conference, WSC 2012
Y2 - 9 December 2012 through 12 December 2012
ER -