Statistical analysis and validation procedures under the common random number correlation induction strategy for multipopulation simulation experiments

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1991-05-21
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Virginia Tech
Abstract

This thesis provides statistical analysis methods and a validation procedure for conducting this statistical analysis, under the common random number (CRN) correlation-induction strategy. The proposed statistical analysis provides estimates for the unknown parameters that are needed for validating the model. While conducting this statistical analysis, we make some key assumptions. Validation comprises of a three-stage statistical procedure. The first stage tests for the multivariate normality,the second stage tests the structure of the covariance matrix between responses, and the third stage tests for the adequacy of the proposed model. The statistical analysis and validation procedures are illustrated with an example of a hospital simulation study.

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