Simulation Modeling and Arena

This chapter described many of the statistical aspects of simulation that will be typically encountered when performing a simulation study. An important aspect of performing a correct simulation analysis is to understand the type of data associated with the performance measures (time-persistent versus tally-based) and how to collect/analyze such data. Then in your modeling you will be faced with specifying the time horizon of your simulation. Most situations involve finite-horizons, which are fortunately easy to analyze via the method of replications. This allows a random sample to be formed across replications and to analyze the simulation output via traditional statistical techniques.

In the case of infinite horizon simulations, things are more complicated. You must first analyze the effect of any warm up period on the performance measures and decide whether you should use the method of replication-deletion or the method of batch means. These topics will be covered in Chapter 5.

This chapter also provided additional examples of the following Arena modules: