VALIDATION OF MULTIVARIATE RESPONSE SIMULATION MODELS BY USING HOTELLING'S TWO-SAMPLE T^2 TEST

Balci, Osman and Sargent, Robert G. (1981) VALIDATION OF MULTIVARIATE RESPONSE SIMULATION MODELS BY USING HOTELLING'S TWO-SAMPLE T^2 TEST. Technical Report CS81016-R, Computer Science, Virginia Tech.

Abstract

A procedure is developed by using Hotelling's two-sample T^2 test to test the validity of a multivariate response simulation model that represents an observable system. The validity of the simulation model is tested with respect to the mean behavior under a given experimental frame. A trade-off analysis can be performed and judgement decisions can be made as to what data collection budget to allocate, what data collection method to use, how many observations to collect on each of the model and system response variables, and what model builder's risk to choose for testing the validity under a satisfactory model user's risk. The procedure for validation is illustrated for a simulation model that represents an M/M/l queueing system with two performance measures of interest.