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On the use of MANOVA in the analysis of multiple-response simulation experiments

Published: 15 December 1985 Publication History

Abstract

The purpose of this paper is to demonstrate the applicability of multivariate analysis of variance (MANOVA) to simulation analysis. The paper discusses an illustrative simulation experiment of an M/M/s queueing system, in which three system configurations are crossed with two queue disciplines to produce a 3 x 2 factorial design. Since there are several output variables of interest, namely average number of waiting demands, average time in system, and the proportion of demands forced to wait more than a specified amount of time, a multivariate statistical technique must be used. The necessity and advantage of using this multivariate tool, rather than treating the simulation experiment as several univariate-response experiments, is discussed.

References

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Fishman, 0.3. "Statistical Analysis for Oueueing Simulations," Hanaoement Science, vol. 20, no. 3, 1973, pp. 363-369
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"Estimation in Multiserver Queueing Simulations " Ooeretions Research, vol. 22, no. I, 1974, pp. 72-78.
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"Achieving Specific Accuracy In Simulation Output Anal~;is "Communi~tinns of the ACH, vol. 20, no. 5, 1977, pp. 310-315.
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Friedman, I.W. The Design and Analysis of Multiple Response imular Experiments, Unpublished Ph.D. Dissertation, Polytechnic Institute of New York, 1983.
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"Multivariate Simulation Analysts: Past, Present, and Future " Winter Simulation Cnnfarerc~ Prnr~==d|nm, 1984, pp.277-281.
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"EstabllshlnO Functional Relationships in Multlple Response Simulation: The Multivariate ~neral l inemr Metamodel," Winter Simulati@ Conference Pr_oceed~, 1984, pp. 285- 289.
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Harris, Richard d. A Primer of Multivariate Statistics, Academic Pres~., New York, 1975.
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Kleijnen,Jack P.C. ~tatlstlcal Technloues in Simulation. Parts ! l~d.lJL, Marcel Dekker, New York, 1975.
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  1. On the use of MANOVA in the analysis of multiple-response simulation experiments

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    cover image ACM Conferences
    WSC '85: Proceedings of the 17th conference on Winter simulation
    December 1985
    620 pages
    ISBN:0911801073
    DOI:10.1145/21850
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    Published: 15 December 1985

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