New proposals for the validation of trace-driven imulations
Titel:
New proposals for the validation of trace-driven imulations
Auteur:
Moors, J.J.A. Strijbosch, L.W.G.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 27 (1998) nr. 4 pagina's 1051-1073
Jaar:
1998
Inhoud:
Simulations try to mimick reality. Hence, it is desirable that simulated values resemble the values observed in real life. Although the problem how to validate a simulation model has received quite a lot of attention, even recent literature offers no generally accepted standard method. This paper proposes a general approach. For trace-driven simulation, three different objectives are formulated. At the one extreme, the individual outcomes of a real life process and the simulated process should agree. An intermediate objective is that the outcomes of the two processes should have a symmetric joint distribution. And at the other extreme, only the marginal distributions of both outcomes have to be comparable. For all three objectives, validation measures and/or tests are proposed. For the last objective, a simulation study is presented, comparing two competiting tests
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