Feature Article—Statistical Analysis of Simulation Output Data

Abstract

We present a state-of-the-art survey of statistical analyses for simulation output data of a single simulated system. The various statistical problems associated with output data analyses such as start-up bias and determination of estimator accuracy are described in detail. We then discuss the best available techniques for addressing these problems, as well as topics for future research. The paper concludes with a discussion of how developments in simulation languages, computer graphics, and computer execution speed may affect the future of output analyses.