Statistical Analysis of Random Simulations: Bootstrap Tutorial

D. Deflandre, J.P.C. Kleijnen

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Abstract

The bootstrap is a simple but versatile technique for the statistical analysis of random simulations.This tutorial explains the basics of that technique, and applies it to the well-known M/M/1 queuing simulation.In that numerical example, different responses are studied.For some responses, bootstrapping indeed gives better statistical results than parametric statistical techniques do.
Original languageEnglish
Place of PublicationTilburg
PublisherOperations research
Number of pages24
Volume2002-58
Publication statusPublished - 2002

Publication series

NameCentER Discussion Paper
Volume2002-58

Keywords

  • bootstrap
  • simulation

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