Proceedings of the 1997 Winter Simulation Conference

ed. S. Andradttir, K. J. Healy, D. H. Withers, and B. L. Nelson

INTRODUCTION TO MODELING AND SIMULATION

Anu Maria
State University of New York at
Binghamton
Department of Systems Science and Industrial
Engineering
Binghamton, NY 13902-6000, U.S.A.
close approximation to the real
system and incorporate most of
its salient features. On the other
hand, it should not be so
ABSTRACT
complex that it is impossible to
understand and experiment with
This introductory tutorial is an
it. A good model is a judicious
overview of simulation modeling
tradeoff between realism and
and
analysis.
Many
critical
simplicity.
Simulation
questions are answered in the
practitioners
recommend
paper. What is modeling? What is
increasing the complexity of a
simulation? What is simulation
model iteratively. An important
modeling and analysis? What
issue in modeling is model
types of problems are suitable for
validity.
Model
validation
simulation?
How
to
select
techniques include simulating the
simulation software? What are
model
under
known
input
the benefits and pitfalls in
conditions and comparing model
modeling and simulation? The
output with system output.
intended audience is those
unfamiliar with the area of
discrete event simulation as well
Generally, a model intended
as beginners looking for an
for a simulation study is a
overview of the area. This
mathematical model developed
includes anyone who is involved
with the help of simulation
in
system
design
and
software. Mathematical model
modification - system analysts,
classifications
include
deterministic (input and output
management
personnel,
variables are fixed values) or
engineers,
military
planners,
stochastic (at least one of the
economists, banking analysts,
input or
and
computer
scientists.
Familiarity with probability and
statistics is assumed.
1

WHAT IS MODELING?

Modeling is the process of

producing a model; a model is a
representation
of
the
construction and working of some
system of interest. A model is
similar to but simpler than the
system
it
represents.
One
purpose of a model is to enable
the analyst to predict the effect
of changes to the system. On the
one hand, a model should be a

output variables is probabilistic);

static (time is not taken into
account) or dynamic (timevarying
interactions
among
variables are taken into account).
Typically, simulation models are
stochastic and dynamic.
2

WHAT IS SIMULATION?

A simulation of a system is the

operation of a model of the
system. The model can be
reconfigured and experimented
with; usually, this is impossible,
too expensive or impractical to
do in the system it represents.
The operation of the model can
be studied, and hence, properties
concerning the behavior of the
actual system or its subsystem
can be inferred. In its broadest
sense, simulation is a tool to
evaluate the performance of a
system, existing or proposed,
under different configurations of
interest and over long periods of
real time.
Simulation is used before an
existing system is altered or a
new system built, to reduce the
chances of failure to meet
specifications,
to
eliminate
7

unforeseen
bottlenecks,
to
prevent under or over-utilization
of resources, and to optimize
system
performance.
For
instance, simulation can be used
to answer questions like: What is
the best design for a new
telecommunications
network?
What are the associated resource
requirements?
How
will
a
telecommunication
network
perform when the traffic load
increases by 50%? How will a
new routing algorithm affect its
performance? Which network
protocol
optimizes
network
performance? What will be the
impact of a link failure?
The subject of this tutorial is
discrete event simulation in
which the central assumption is
that
the
system
changes
instantaneously in response to
certain discrete events. For
instance, in an M/M/1 queue - a
single server queuing process in
which time between arrivals and
service time are exponential - an
arrival causes the system to
change instantaneously. On the
other
hand,
continuous
simulators, like flight simulators
and weather simulators, attempt
to quantify the changes in a
system continuously over time in
response to

8
Maria

controls.
Discrete
event simulation is
less detailed (coarser
in its smallest time
unit) than continuous
simulation but it is
much
simpler
to
implement,
and
hence, is used in a
wide
variety
of
situations.
Figure
1
is a
schematic
of
a
simulation study. The
iterative nature of the
process is indicated
by the system under
study becoming the
altered system which
then becomes the
system under study
and the cycle repeats.
In a simulation study,
human
decision
making is required at
all stages, namely,
model development,
experiment
design,
output
analysis,
conclusion
formulation,
and
making decisions to
alter
the
system
under study. The only
stage where human
intervention is not
required
is
the
running
of
the
simulations,
which
most
simulation
software
packages
perform
efficiently.
The important point is
that
powerful
simulation software is
merely
a
hygiene
factor - its absence
can hurt a simulation
study but its presence
will
not
ensure
success. Experienced
problem formulators
and
simulation

modelers and analysts

are indispensable for
a
successful
simulation study.

Real
World

Simulation
Study

System
Under
Study

Simulation
Model

Simulation
Experiment

Simulation
Analysis
Conclusion
s
Altered
System

Figure 1:
Simulation
Study
Schematic
The steps involved
in
developing
a
simulation
model,
designing
a
simulation
experiment,
and
performing simulation
analysis are:
St
ep
1.
Id
en
tif
y
th
e
pr
ob
le
m.
St

ep
2.
Fo
rm
ul
at
e
th
e
pr
ob
le
m.
Step 3.
Collect and
process real
system data.
Step 4.
Formulate
and develop
a model.

Step 5. Validate
the model.
Step 6. Document
model for future
use.
Step 7. Select
appropriate
experimental
design. Step 8.
Establish
experimental
conditions for
runs. Step 9.
Perform
simulation runs.
Step 10. Interpret
and present
results.
Step 11.
Recommend further
course of action.
Although this is a
logical ordering of
steps in a simulation
study, many iterations
at various sub-stages
may be required
before the objectives
of a simulation study
are achieved. Not all
the steps may be
possible and/or
required. On the other
hand, additional steps
may have to be
performed. The next
three sections
describe these steps
in detail.
3 HOW TO
DEVELOP A
SIMULATION
MODEL?
Simulation
models
consist
of
the
following components:
system entities, input
variables,
performance
measures,
and
functional
relationships.
For
instance
in
a
simulation model of
an M/M/1 queue, the

server and the queue

are system entities,
arrival
rate
and
service rate are input
variables, mean wait
time and maximum
queue
length
are
performance
measures, and 'time
in system = wait time
+ service time' is an
example
of
a
functional
relationship.
Almost
all simulation software
packages
provide
constructs to model
each of the above
components. Modeling
is arguably the most
important part of a
simulation
study.
Indeed, a simulation
study is as good as
the simulation model.
Simulation modeling
comprises
the
following steps:
Step 1. Identify
the
problem.
Enumerate problems
with
an
existing
system.
Produce
requirements for a
proposed system.
Step 2. Formulate
the problem. Select
the bounds of the
system, the problem
or a part thereof, to
be studied. Define

overall objective of
the study and a few
specific issues to be
addressed.
Define
performance
measures
quantitative
criteria
on the basis of which
different
system
configurations will be
compared
and
ranked.
Identify,
briefly at this stage,
the configurations of
interest and formulate
hypotheses
about
system performance.
Decide the time frame
of the study, i.e., will
the model be used for
a one-time decision
(e.g.,
capital
expenditure) or over a
period of time on a
regular basis (e.g., air
traffic
scheduling).
Identify the end user
of
the
simulation
model, e.g., corporate
management versus a
production supervisor.
Problems must be
formulated
as
precisely as possible.
Step 3. Collect
and process real
system data.
Collect data on system
specifications
(e.g.,
bandwidth
for
a
communication
network),
input
variables, as well as

Introduction to Modeling and Simulation

performance of the
existing
system.
Identify sources of
randomness in the
system,
i.e.,
the
stochastic
input
variables. Select an
appropriate
input
probability
distribution for each
stochastic
input
variable and estimate
corresponding
parameter(s).
Software packages
for distribution fitting
and selection include
ExpertFit, BestFit, and
add-ons
in
some
standard
statistical
packages. These aids
combine goodness-offit tests, e.g., 2 test,
Kolmogorov-Smirnov
test, and AndersonDarling
test,
and
parameter estimation
in a user friendly
format.
Standard
distributions,
e.g.,
exponential, Poisson,
normal,
hyperexponential,
etc., are easy to
model and simulate.
Although
most
simulation
software
packages
include
many distributions as
a standard feature,
issues
relating
to
random
number
generators
and
generating
random
variates from various
distributions
are
pertinent and should
be
looked
into.
Empirical distributions
are
used
when
standard distributions
are not appropriate or
do not fit the available

system
data.
Triangular, uniform or
normal distribution is
used as a first guess
when no data are
available.
For
a
detailed treatment of
probability
distributions
see
Maria
and
Zhang
(1997).
Step 4. Formulate
and develop a model.
Develop
schematics
and network diagrams
of the system (How
do
entities
flow
through the system?).
Translate
these
conceptual models to
simulation
software
acceptable
form.
Verify
that
the
simulation
model
executes as intended.
Verification
techniques
include
traces, varying input
parameters over their
acceptable range and
checking the output,
substituting constants
for random variables
and
manually
checking results, and
animation.
Step 5. Validate
the model. Compare
the
model's
performance
under
known conditions with
the performance of
the
real
system.
Perform
statistical
inference tests and
get
the
model
examined by system
experts. Assess the
confidence that the
end user places on
the
model
and
address problems if
any.
For
major
simulation
studies,

experienced
consultants advocate
a
structured
presentation of the
model
by
the
simulation analyst(s)
before an audience of
management
and
system experts. This
not only ensures that
the
model
assumptions
are
correct, complete and
consistent, but also
enhances confidence
in the model.
Step 6. Document
model for future use.
Document objectives,
assumptions and
input variables in
detail.
4 HOW TO
DESIGN A
SIMULATIO
N
EXPERIME
NT?
A simulation
experiment is a test or
a series of tests in
which meaningful
changes are made to
the input

variables
of
a
simulation model so
that we may observe
and
identify
the
reasons for changes in
the
performance
measures.
The
number
of
experiments
in
a
simulation study is
greater than or equal
to the number of
questions being asked
about the model (e.g.,
Is there a significant
difference
between
the mean delay in
communication
networks A and B?,
Which network has
the least delay: A, B,
or C? How will a new
routing
algorithm
affect
the
performance
of
network B?). Design of
a
simulation
experiment
involves
answering
the
question: what data
need to be obtained,
in what form, and how
much? The following
steps illustrate the
process of designing a
simulation
experiment.
Step 7. Select
appropriate
experimental
design.
Select a performance
measure, a few input
variables
that
are
likely to influence it,
and the levels of each
input variable. When
the
number
of
possible
configurations
(product
of
the
number
of
input
variables
and
the
levels of each input
variable) is large and

the simulation model

is complex, common
second-order
design
classes
including
central
composite,
Box-Behnken, and fullfactorial should be
considered. Document
the
experimental
design.
Step 8. Establish
experimental
conditions for runs.
Address the question
of obtaining accurate
information and the
most information from
each run. Determine if
the
system
is
stationary
(performance measure
does not change over
time)
or
nonstationary
(performance measure
changes over time).
Generally,
in
stationary
systems,
steady-state behavior
of
the
response
variable is of interest.
Ascertain whether a
terminating or a nonterminating simulation
run is appropriate.
Select the run length.
Select
appropriate
starting
conditions
(e.g., empty and idle,
five
customers
in
queue at time 0).

Select the length of

the warm-up period, if
required. Decide the
number
of
independent runs each run uses a
different
random
number stream and
the
same
starting
conditions
by
considering
output
data
sample
size.
Sample size must be
large enough (at least
3-5 runs for each
configuration)
to
provide the required
confidence
in
the
performance measure
estimates. Alternately,
use common random
numbers to compare
alternative
configurations
by
using
a
separate
random
number
stream
for
each
sampling process in a
configuration. Identify
output
data
most
likely to be correlated.
Step 9. Perform
simulation
runs.
Perform
runs
according to steps 7-8
above.
5 HOW TO
PERFORM
SIMULATIO
N
ANALYSIS?

10
Maria

Most
simulation
packages provide run
statistics
(mean,
standard
deviation,
minimum
value,
maximum value) on
the
performance
measures, e.g., wait
time
(non-time
persistent
statistic),
inventory
on
hand
(time
persistent
statistic). Let the mean
wait time in an M/M/1
queue observed from n
runs be W1 ,W2 ,...,Wn .
It is important to

understand that the

mean wait time W is a
random variable and
the
objective
of
output analysis is to
estimate
the
true
mean of W and to
quantify its variability.
Notwithstanding
the facts that there
are no data collection
errors in simulation,
the underlying model
is fully known, and
replications
and
configurations
are
user
controlled,
simulation results are
difficult to interpret.
An observation may
be due to system
characteristics or just
a random occurrence.
Normally,
statistical
inference can assess
the significance of an
observed
phenomenon,
but
most
statistical
inference techniques
assume independent,
identically distributed
(iid) data. Most types
of simulation data are
autocorrelated,
and

hence, do not satisfy

this
assumption.
Analysis of simulation
output data consists
of the following steps.
Step 10. Interpret
and present results.
Compute
numerical
estimates
(e.g.,
mean,
confidence
intervals)
of
the
desired performance
measure
for
each
configuration
of
interest. To obtain
confidence intervals
for the mean of
autocorrelated data,
the
technique
of
batch means can be
used. In batch means,
original
contiguous
data set from a run is
replaced
with
a
smaller
data
set
containing the means
of contiguous batches
of
original
observations.
The
assumption
that
batch
means
are
independent may not
always
be
true;
increasing
total
sample
size
and
increasing the batch
length may help.
Test
hypotheses
about
system
performance.
Construct
graphical
displays
(e.g.,
pie
charts, histograms) of
the
output
data.
Document results and
conclusions.

Step
11.
Recommend further
course of action. This
may include further
experiments
to
increase the precision
and reduce the bias of

estimators,
to
perform
sensitivity
analyses, etc.

AN EXAMPLE

A
machine
shop
contains two drills, one
straightener, and one
finishing
operator.
Figure 2 shows a
schematic
of
the
machine shop. Two
types of parts enter
the machine shop.
Strai
ghte
ner

Drill #1

Drill #2

Finishing
Operator
Lege
nd:
Type 1
parts
Type 2
parts

Figure 2:
Schematic of the
Machine Shop

Type 1 parts require

drilling, straightening,
and
finishing
in
sequence.
Type
2
parts
require
only
drilling and finishing.
The
frequency
of
arrival and the time to
be routed to the
drilling
area
are
deterministic for both
types of parts.
Step 1. Identify
the
problem.
The
utilization of drills,
straightener,
and
finishing
operator
needs to be assessed.
In
addition,
the
following modification

to the original system

is of interest: the
frequency of arrival of
both
parts
is
exponential with the
same
respective
means as in the
original system.
Step 2. Formulate
the
problem.
The
objective is to obtain
the utilization of drills,
straightener,
and
finishing operator for
the original system
and the modification.
The
assumptions
include:
The two drills are
identical
There
is
no
material handling
time between the
three operations.
Machine
availability implies

operator
availability.
Parts
are
processed on a
FIFO basis.
All times are in
minutes.

Step 3. Collect and

process real system
data. At the job shop, a
Type 1 part arrives
every 30 minutes, and
a Type 2 part arrives
every 20 minutes. It
takes 2 minutes to
route a Type 1 part and
10 minutes to route a
Type 2 part to the
drilling area. Parts wait
in a queue till one of
the
two
drilling
machines
becomes
available. After drilling,
Type 1 parts are routed
to the straightener and
Type 2 parts are

Introduction to Modeling and Simulation

routed to the finishing

operator.
After
straightening, Type 1
parts are routed to
the finishing operator.
The
operation
times for either part
were determined to
be as follows. Drilling
time
is
normally
distributed with mean
10.0 and standard
deviation
1.0.
Straightening time is
exponentially
distributed
with
a
mean
of
15.0.
Finishing requires 5
minutes per part.
Step 4. Formulate
and develop a model.
A
model
of
the
system
and
the
modification
was
developed using a
simulation package. A
trace verified that the
parts flowed through
the
job shop
as
expected.
Step 5. Validate
the
model.
The
utilization
for
a
sufficiently long run
of the original system
was judged to be
reasonable by the
machine
shop
operators.
Step 6. Document
model for future use.
The models of the
original system and
the modification were
documented
as
thoroughly
as
possible.
Step 7. Select
appropriate
experimental

11

design.
The original system
and the modification
described above were
studied.
Step 8. Establish
experimental
conditions for
runs.
Each model was run
three times for 4000
minutes
and
statistical
registers
were cleared at time
1000, so the statistics
below were collected
on the time interval
[1000, 4000]. At the
beginning
of
a
simulation run, there
were no parts in the
machine shop.
Step 9. Perform
simulation runs. Runs
were performed as
specified in Step 8
above.
Step 10. Interpret
and present results.
Table 1 contains the
utilization statistics of
the three operations
for the original system
and the modification
(in parentheses).

Table 1:
Utilization
Statistics
Mean Run #1
Mean Run #2
Mean Run #3
Std. Dev. Run
#1
Std. Dev. Run
#2
Std. Dev. Run
#3

Drilling
0.83 (0.78)
0.82 (0.90)
0.84 (0.81)

Straightenin
g
0.51 (0.58)
0.52 (0.49)
0.42 (0.56)

Finishing
0.42 (0.39)
0.41 (0.45)
0.42 (0.40)

0.69 (0.75)

0.50 (0.49)

0.49 (0.49)

0.68 (0.78)

0.50 (0.50)

0.49 (0.50)

0.69 (0.76)

0.49 (0.50)

0.49 (0.49)

Mean
utilization
represents the fraction
of time a server is
busy,
i.e.,
busy

time/total
time.
Furthermore,
the
average
utilization
output for drilling must
be divided by the
number of drills in
order
to
get
the
utilization
per
drill.
Each drill is busy about
40% of the time and
straightening
and
finishing operations are
busy about half the
time. This implies that
for the given work
load, the system is

underutilized.
Consequently,
the
average utilization did
not
change
substantially between
the original system
and the modification;
the
standard
deviation
of
the
drilling
operation
seems
to
have
increased because of
the
increased
randomness in the
modification.
The
statistical significance
of these observations
can be determined by
computing confidence
intervals on the mean
utilization
of
the
original and modified
systems.
Step
11.
Recommend further
course
of
action.
Other
performance
measures of interest
may be: throughput
of
parts
for
the
system, mean time in
system for both types
of parts, average and
maximum
queue
lengths
for
each
operation.
Other
modifications
of
interest may be: the
flow of parts to the
machine
shop
doubles, the finishing
operation
will
be
repeated for 10% of
the products on a
probabilistic basis.
7 WHAT MAKES A
PROBLEM
SUITABLE FOR
SIMULATION
MODELING AND
ANALYSIS?
In general, whenever
there is a need to

model and analyze

randomness
in
a
system, simulation is
the tool of choice.
More
specifically,
situations in which
simulation modeling
and analysis is used
include the following:
It is impossible or
extremely
expensive
to
observe
certain
processes in the
real world, e.g.,
next year's cancer
statistics,
performance
of
the next space
shuttle, and the
effect of Internet
advertising on a
company's sales.
Problems in which
mathematical
model
can
be
formulated
but
analytic solutions
are
either
impossible (e.g.,
job
shop
scheduling
problem,
highorder
difference
equations) or too
complicated (e.g.,
complex systems
like
the
stock
market, and large
scale
queuing
models).
It is impossible or
extremely
expensive
to
validate
the
mathematical
model describing
12
Maria

advantages
are
reduced
programming
requirements;
natural
framework
for
simulation
modeling;

the system, e.g.,

due to insufficient
data.
Applications
of
simulation abound in
the
areas
of
government, defense,
computer
and
communication
systems,
manufacturing,
transportation
(air
traffic control), health
care, ecology and
environment,
sociological
and
behavioral
studies,
biosciences,
epidemiology,
services (bank teller
scheduling),
economics
and
business analysis.
8 HOW
TO
SELECT
SIMULATI
ON
SOFTWA
RE?
Although a simulation
model can be built
using
general
purpose programming
languages which are
familiar
to
the
analyst,
available
over a wide variety of
platforms, and less
expensive,
most
simulation
studies
today
are
implemented using a
simulation package.
The
conceptual
guidance;
automated
gathering
of
statistics; graphic
symbolism
for
communication;
animation;
and
increasingly,
flexibility
to
change
the

model. There are

hundreds
of
simulation products
on the market, many
with price tags of
$15,000 or more.
Naturally,
the
question of how to
select
the
best
simulation software
for an application
arises. Metrics for
evaluation
include
modeling flexibility,
ease
of
use,
modeling structure
(hierarchical v/s flat;
object-oriented
v/s
nested),
code
reusability, graphic
user
interface,
animation, dynamic
business
graphics,
hardware
and
software
requirements,
statistical
capabilities, output
reports
and
graphical
plots,
customer
support,
and documentation.
The two types of
simulation packages
are
simulation
languages
and
application-oriented
simulators (Table 2).
Simulation
languages
offer
more flexibility than
the
applicationoriented simulators.
On the other hand,
languages
require
varying amounts of
programming
expertise.
Application-oriented
simulators are easier
to learn and have
modeling constructs
closely related to the
application.
Most
simulation packages
incorporate
animation which is
excellent
for

communication
and can be used
to
debug
the
simulation
program;
a
"correct looking"
animation,
however, is not a
guarantee of a
valid model. More
importantly,
animation is not a
substitute
for
output analysis.
Table 2: Simulation Packages
Type Of
Simulation
Package

Examples

Arena (previously SIMAN), AweSim!

Simulation (previously
languages
SLAM II), Extend, GPSS, Micro Saint,
SIMSCRIPT, SLX
Object-oriented software: MODSIM III,
SIMPLE++
Animation software: Proof Animation
Application Manufacturing: AutoMod, Extend+MFG,
-Oriented
FACTOR/AIM, ManSim/X, MP$IM,
Simulators
ProModel, QUEST, Taylor II, WITNESS
Communications/computer: COMNET III,
NETWORK II.5, OPNET Modeler, OPNET
Planner, SES/Strategizer,
SES/workbench
Business: BP$IM, Extend+BPR,
ProcessModel,
ServiceModel, SIMPROCESS, Time
machine
Health Care: MedModel

9 BENEFITS
OF
SIMULATION
MODELING
AND
ANALYSIS
According
to
practitioners,
simulation
modeling
and
analysis is one of
the
most
frequently
used
operations
research
techniques. When
used judiciously,
simulation
modeling
and
analysis makes it
possible to:
Obtain
a

better
understanding of
the system by
developing
a
mathematical
model
of
a
system of

interest, and
observing the
system's operation
in detail over long
periods of time.
Test
hypotheses
about the system
for feasibility.
Compress time to
observe
certain
phenomena
over
long
periods
or
expand
time
to
observe a complex
phenomenon
in
detail.
Study the effects of
certain
informational,
organizational,
environmental and
policy changes on
the operation of a
system by altering
the
system's
model; this can be
done
without
disrupting the real
system
and
significantly
reduces the risk of
experimenting with
the real system.
Experiment
with
new or unknown
situations
about
which only weak
information
is
available.
Identify
the
"driving" variables ones
that
performance
measures are most
sensitive to - and
the
interrelationships
among them.
Identify
bottlenecks in the
flow
of
entities
(material, people,
etc.)
or
information.
Use
multiple
performance
metrics
for

analyzing
system
configurations.
Employ a systems
approach to problem
solving.
Develop
well
designed and robust
systems and reduce
system development
time.

10 WHAT ARE SOME

PITFALLS TO GUARD
AGAINST
IN
SIMULATION?
Simulation can be a time

consuming and complex

exercise, from modeling
through output analysis,
that
necessitates
the
involvement of resident
experts
and
decision
makers in the entire
process. Following is a

checklist of pitfalls to
guard against.
Unclear objective.

Using
simulation
when
an
analytic
solution
is
appropriate.
Invalid model.

Simulation model too

complex
or
too

simple.
Erroneous
assumptions.

Undocumented
assumptions. This
is
extremely
important and it is
strongly suggested
that
assumptions
made
at
each
stage
of
the
simulation
modeling
and
analysis
exercise
be
documented
thoroughly.
Using the wrong
input
probability
distribution.
Replacing
a
distribution
(stochastic) by its
mean
(deterministic).
Using the wrong
performance
measure.
Bugs
in
the
simulation
program.
Using
standard
statistical formulas
that
assume
independence
in
simulation output
analysis.
Initial bias in output
data.
Making
one
simulation run for a
configuration.

Introduction to Modeling and Simulation

P
o
o
r
c
o
m
m
u
n
i
c
a
t
i
o
n
a
m
o
n
g
t
h
e
p
e
r
s
o
n
n
e
l
i
n
v
o
l
v
e
d
i
n
t
h
e
s
i
m
u
l

Poor schedule and budget planning.

a
t
i
o
n
s
t
u
d
y
.
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Banks, J., J. S. Carson, II, and B. L. Nelson.
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B
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i
l
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n
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g
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t
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a
t
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f
t
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t
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d
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9
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t
r
o
d
u
c
t
i
o
n
t
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M
a
t
h
e
m
a
t
i
c
a
l
S
t
a
t
i
s
t

i
c
s
,
F
i
f
t
h
E
d
i
t
i
o
n
,
P
r
e
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t
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a
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Klei
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e
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t
a

t
i
s
t
i
c
a
l
T
o
o
l
s
f
o
r
S
i
m
u
l
a
t
i
o
n
P
r
a
c
t
i
t
i
o
n
e
r
s
,
M
a
r
c
e
l
D
e
k
k
e
r
,
N

e
w
Y
o
r
k
.
La

w
,
A
.
M
.
,
a
n
d
W
.
D
.
K
e
l
t
o
n
.
1
9
9
1
.
S
i
m
u
l
a
t
i
o
n
M
o
d
e
l

i
n
g
a
n
d
A
n
a
l
y
s
i
s
,
S
e
c
o
n
d
E
d
i
t
i
o
n
,
M
c
G
r
a
w
H
i
l
l
.
La
w
,
A
.
M
.
,
a

n
d
M
.
G
.
M
c
C
o
m
a
s
.
1
9
9
1
.
S
e
c
r
e
t
s
o
f
S
u
c
c
e
s
s
f
u
l
S
i
m
u
l
a
t
i
o
n
S

t
u
d
i
e
s
,
P
r
o
c
e
e
d
i
n
g
s
o
f
t
h
e
1
9
9
1
W
i
n
t
e
r
S
i
m
u
l
a
t
i
o
n
C
o
n
f
e
r
e
n

c
e
,
e
d
.
J
.
M
.
C
h
a
r
n
e
s
,
D
.
M
.
M
o
r
r
i
c
e
,
D
.
T
.
B
r
u
n
n
e
r
,
a
n
d
J

.
J
.
S
w
a
i
n
,
2
1
2
7
.
I
n
s
t
i
t
u
t
e
o
f
E
l
e
c
t
r
i
c
a
l
a
n
d
E
l
e
c
t
r
o
n
i
c
s

E
n
g
i
n
e
e
r
s
,
P
i
s
c
a
t
a
w
a
y
,
N
e
w
J
e
r
s
e
y
.
Mar
i
a
,
A
.
,
a
n
d
L
.
Z
h
a
n
g
.

1
9
9
7
.
P
r
o
b
a
b
i
l
i
t
y
D
i
s
t
r
i
b
u
t
i
o
n
s
,
V
e
r
s
i
o
n
1
.
0
,
J
u
l
y
1
9
9
7
,
M

o
n
o
g
r
a
p
h
,
D
e
p
a
r
t
m
e
n
t
o
f
S
y
s
t
e
m
s
S
c
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e
n
c
e
a
n
d
I
n
d
u
s
t
r
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l
E
n
g

i
n
e
e
r
i
n
g
,
S
U
N
Y
a
t
B
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n
g
h
a
m
t
o
n
,
B
i
n
g
h
a
m
t
o
n
,
N
Y
1
3
9
0
2
.

Mo

n
t
g
o
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e

r
y
,
D
.
C
.
1
9
9
7
.
D
e
s
i
g
n
a
n
d
A
n
a
l
y
s
i
s
o
f
E
x
p
e
r
i
m
e
n
t
s
,
T
h
i
r
d
E
d
i

t
i
o
n
,
J
o
h
n
W
i
l
e
y
.
Nay
l
o
r
,
T
.
H
.
,
J
.
L
.
B
a
l
i
n
t
f
y
,
D
.
S
.
B
u
r
d
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c
k

,
a
n
d
K
.
C
h
u
.
1
9
6
6
.
C
o
m
p
u
t
e
r
S
i
m
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l
a
t
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o
n
T
e
c
h
n
i
q
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e
s
,
J
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h
n
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i
l
e
y
.

Nel

s
o
n
,
B
.
L
.
1
9
9
5
.
S
t
o
c
h
a
s
t
i
c
M
o
d
e
l
i
n
g
:
A
n
a
l
y
s
i
s
a
n
d
S
i
m
u

l
a
t
i
o
n
,
M
c
G
r
a
w
H
i
l
l
.
AUTHOR BIOGRAPHY
A
N
U
M
A
R
I
A
i
s
a
n
a
s
s
i
s
t
a
n
t
p
r
o
f
e
s
s
o
r

i
n
t
h
e
d
e
p
a
r
t
m
e
n
t
o
f
S
y
s
t
e
m
s
S
c
i
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n
c
e
&
I
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d
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s
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a
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E
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e
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r
i
n
g
a
t
t
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e
S
t
a
t
e
U
n
i
v
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r
s
i
t
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N
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Y
o
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a
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B
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a
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.
S

h
e
r
e
c
e
i
v
e
d
h
e
r
P
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D
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n
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d
u
s
t
r
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a
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E
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i
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f
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o
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U
n

i
v
e
r
s
i
t
y
o
f
O
k
l
a
h
o
m
a
.
H
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e
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a
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m
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t
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e
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d
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i
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A
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m
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a
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