Accession Number : AD0665830

Title :   DIGITAL COMPUTER SIMULATION: INPUT-OUTPUT ANALYSIS,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Fishman,George S.

Report Date : FEB 1968

Pagination or Media Count : 32

Abstract : Procedures for determining the result of a change in inputs to a system simulation. The study discusses the reliability of an experimental result and describes methods of estimating it. The method recommended uses a single replication and makes use of the covariance stationarity of the underlying stochastic process. The comparative reliability of results for different experiments is also discussed. For comparing experiments, it is suggested that reliability based on equal ratios is often preferable. A procedure for graphical analysis is presented, including a list of transformations of the dependent variable that help to reveal the correct form of the relationship between input and output. The generalized least-squares method for estimating the parameters of the identified form takes into consideration the varying reliabilities of the different results and leads to more efficient estimates than those obtained by the unweighted least-squares method. A procedure is given for predicting the computer time needed for a given input and a specified reliability. (Author)

Descriptors :   (*DIGITAL COMPUTERS, SIMULATION), (*CURVE FITTING, *TIME SERIES ANALYSIS), COMPUTER PROGRAMMING, STATISTICAL PROCESSES, OPERATIONS RESEARCH, STOCHASTIC PROCESSES, TRANSFORMATIONS(MATHEMATICS), LEAST SQUARES METHOD, PREDICTIONS, RELIABILITY

Subject Categories : Operations Research
      Computer Programming and Software
      Computer Hardware

Distribution Statement : APPROVED FOR PUBLIC RELEASE