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Statistical validation of simulation models : a case study

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Author Info
Kleijnen, J.P.C. (Tilburg University, Center for Economic Research)

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Abstract

Rigorous statistical validation requires that the responses of the model and the real system have the same expected values. However, the modeled and actual responses are not comparable if they are obtained under different scenarios (environmental conditions). Moreover, data on the real system may be unavailable; sensitivity analysis can then be applied to find out whether the model inputs have effects on the model outputs that agree with the experts' intuition. Not only the total model, but also its modules may be submitted to such sensitivity analyses. This article illustrates these issues through a case study, namely a simulation model for the use of sonar to search for mines on the sea bottom. The methodology, however, applies to models in general.

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 42.

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Date of creation: 1995
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Handle: RePEc:dgr:kubcen:199542

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Keywords: Statistical Validation

References listed on IDEAS
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  1. Bettonvil, B. & Kleijnen, J.P.C., 1994. "Identifying the Important Factors in Simulation Models with Many Factors," Discussion Paper 114, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Kleijnen, Jack P. C., 1995. "Verification and validation of simulation models," European Journal of Operational Research, Elsevier, vol. 82(1), pages 145-162, April. [Downloadable!] (restricted)
  3. Landry, Maurice & Oral, Muhittin, 1993. "In search of a valid view of model validation for operations research," European Journal of Operational Research, Elsevier, vol. 66(2), pages 161-167, April. [Downloadable!] (restricted)
  4. Kleijnen, J. & Bettonville, B. & Groenendaal, W. van, 1996. "Validation of simulation models : regression analysis revisited," Discussion Paper 7, Tilburg University, Center for Economic Research. [Downloadable!]
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