A procedure is given for using Hotelling's two-sample T2 test to test the validity with respect to the mean behavior of a multivariate response simulation model that represents an observable system. A tradeoff analysis can be made to help the modeler decide on a data collection method and budget, the number of observations to collect, and suitable model builder's and user's risk levels for testing the validity under a given set of experimental conditions. A model of an M/M/1 queuing system with two performance measures serves as an example for the validation procedure.
Andrews, D.F.Gnanadesikan, R.Warner , J.L. "Transformations of Multivariate Data" Biometrics vol 27 December 1971 pp 825-840
2.
Andrews, D.F.Gnanadesikan, R.Warner , J.L. "Methods for Assessing Multivariate Normality " In Multivariate Analysis III ( P R Krishnaiah, ed) AcademicNew York1973 pp 95-116
3.
Balci, O. "Statistical Validation of Multivariate Response Simulation Models " PhD dissertation Syracuse University New York July 1981
4.
Balci, O.Sargent, R.G. "Bibliography on Validation of Simulation Models" Newsletter-TIMS College on Simulation and Gaming vol 4 no 21980 pp 11-15
5.
Balci, O.Sargent, R.G. "A Methodology for Cost-Risk Analysis in the Statistical Validation of Simulation Models" Communications of the Association of Computing Machinery vol 24 no 41981 pp 190-197
6.
Box, G E PCox, D.R. "An Analysis of Transformations" Journal of Research in Statistics Society B vol 261964 pp 211-252
7.
Everitt, B.S. "A Monte Carlo Investigation of the Robustness of Hotelling's One- and Two-Sample T2 Tests" Journal of the American Statistical Association vol 74 no 3651979 pp 48-51
8.
9.
Gafarian, A.V.Ancker, C.J. "Mean Value Estimation from Digital Computer Simulation" Operations Research vol 141966 pp 25-44
10.
11.
Heidelberger, P.Lewis, P A W "Regression-Adjusted Estimates for Regenerative Simulations with Graphics" Communications of the Association of Computing Machinery vol 24 no 41981 pp 260-273
12.
Hoyle, M.H. "Transformations—An Introduction and a Bibliography" International Statistical Review vol 41 no 21973 pp 203-223
13.
Ito, K.Schull, W.J. "On the Robustness of the T. Test in Multivariate Analysis of Variance When Variance-Covariance Matrices are not Equal" Biometrika vol 51 parts 1 and 2 1964 pp 71-82
14.
Law, A.M. "Confidence Intervals in Discrete Event Simulation A Comparison of Replication and Batch Means" Naval Research Logistics Quarterly vol 24 no 41977 pp 667-678
15.
Law, A.M. "Statistical Analysis of the Output Data from Terminating Simulations " Naval Research Logistics Quarterly vol 27 March 1980 pp 131-143
16.
Miller, R.G. JR "Developments in Multiple Comparisons 1966-1976 " Journal of the American Statistical Association vol 72 no 360 December 1977779-788
17.
Miller, R.G. JR Simultaneous Statistical InferenceSpringer-VerlagNew York1981
18.
19.
20.
Sargent, R.G. "An Introduction to Statistical Analysis of Simulation Output Data" Proceedings of the NATO AGARD Conference on Modeling and Simulation of Avionics Systems and Command, Control, and Communication Systems AGARD-CP-268Paris, France October 1979 pp 3-1/3-13 (Available from NTIS)
21.
Sargent, R.G. "Validation of Simulation Models" Proceedings of the 1979 Winter Simulation Conference AFIPS Press 1815 North Lynn Street, Suite 800, Arlington, Virginia 22209 1979 pp 497-503
22.
Sargent, R.G. "Verification and Validation of Simulation Models " In Progress in Modeling and Simulation (F E Cellier, ed) Academic London1982
23.
Schlesinger, S. et al. "Termmology for Model Credibility" Simulation vol 32 no 31979 pp 103-104
24.
Schmeiser, B. "Batch Size Effects in the Analysis of Simulation Output" Operations Research Vol 30 no. 31982 pp 556-568