EconPapers    
Economics at your fingertips  
 

Statistical analysis of random simulations:: bootstrap tutorial

D. Deflandre and Jack P.C. Kleijnen

No 58, Discussion Paper from Tilburg University, Center for Economic Research

Abstract: The bootstrap is a simple but versatile technique for the statistical analysis of random simulations. This tutorial explains the basics of that technique, and applies it to the well-known M/M/1 queuing simulation. In that numerical example, different responses are studied. For some responses, bootstrapping indeed gives better statistical results than parametric statistical techniques do.

JEL-codes: C1 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-evo
Date: 2002
View list of references

Downloads: (external link)
http://arno.uvt.nl/show.cgi?fid=4364 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:200258

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Series data maintained by Corry Stuyts ().

 
Page updated 2009-11-23
Handle: RePEc:dgr:kubcen:200258