Comparisons of some tests for validation of stochastic simulation models |
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| Authors: | Marion R Reynolds Jr M L Deaton |
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| Institution: | 1. Virginia Polytechnic Institute and State Univeristy , Blacksburg, Virginia, 24061;2. Kansas State University , Manhattan, Kansas, 66506 |
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| Abstract: | Properties of proposed parametric and nonparametric tests for the problem of validating stochastic simulation models are discussed. Asymptotic efficiencies for various types of alternatives are developed for some of the tests. Numerical procedures along with simulation methods are used to evaluate the adequacy of normal approximations to the null distributions of the statistics and the small-sample power of the tests. |
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| Keywords: | simulation models validation combining independent tests nonparametric tests asymptotic relative efficiency |
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