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Statistical analysis of random simulations: : bootstrap tutorial

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

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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.

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Publisher Info
Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 58.

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Date of creation: 2002
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Handle: RePEc:dgr:kubcen:200258

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Web page: http://center.uvt.nl

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C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

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  1. Lutkepohl, Helmut, 1993. "The," Empirical Economics, Springer, vol. 18(4), pages 729-43.
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