Uses and abuses of statistical simulation
More and more problems are being tackled by simulation as large computing costs per hour approach those of mathematicians' time. Abuses of simulation arise from ignorance or careless use of little understood procedures, and some of the fundamental tools of the subject are much less well underst...
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| Published in | Mathematical programming Vol. 42; no. 1-3; pp. 53 - 68 |
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| Main Author | |
| Format | Journal Article |
| Language | English |
| Published |
01.04.1988
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| Online Access | Get full text |
| ISSN | 0025-5610 1436-4646 |
| DOI | 10.1007/BF01589392 |
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| Summary: | More and more problems are being tackled by simulation as large computing costs per hour approach those of mathematicians' time. Abuses of simulation arise from ignorance or careless use of little understood procedures, and some of the fundamental tools of the subject are much less well understood than commonly supposed. This is illustrated here by the saga of pseudorandom number generators, normal variate generators and the analysis of queueing system simulations. On the positive side, genuinely new uses of simulation are appearing, particularly in statistical inference. |
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| Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
| ISSN: | 0025-5610 1436-4646 |
| DOI: | 10.1007/BF01589392 |