ILLUSTRATION OF THE SAMPLE SPACE DEFINITION OF SIMULATION AND VARIANCE REDUCTION.

Barry L. Nelson*

*Corresponding author for this work

Research output: Contribution to journalArticle

5 Scopus citations

Abstract

A simulation experiment performed to estimate the expected number of customers served per day in a bank is used to illustrate a new definition of simulation experiments and a new taxonomy of variance reduction techniques. Particular emphasis is placed on how this framework might lead to automated variance reduction for general simulation experiments.

Original languageEnglish (US)
Pages (from-to)237-247
Number of pages11
JournalTransactions of the Society for Computer Simulation
Volume2
Issue number3
StatePublished - Sep 1 1985

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications
  • Computer Graphics and Computer-Aided Design
  • Computational Theory and Mathematics

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