A QUICK ASSESSMENT OF INPUT UNCERTAINTY

被引:0
|
作者
Ankenman, Bruce E. [1 ]
Nelson, Barry L. [1 ]
机构
[1] Northwestern Univ, Dept Ind Engn & Management Sci, Evanston, IL 60208 USA
关键词
SIMULATION;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
"Input uncertainty" refers to the frequently unrecognized, and rarely quantified, impact of using simulation input distributions that are estimated or "fit" to a finite sample of real-world data. In this paper we present a relatively simple method for obtaining a quick assessment of the overall effect of input uncertainty on simulation output, and a somewhat more involved follow-up analysis that can identify the largest sources of input uncertainty. Numerical illustrations of both methods are provided.
引用
收藏
页数:10
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