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Tools for statistical handling of poisson simulation

documentation of StockRes and ParmEst

Gustafsson, Leif (2004). Tools for statistical handling of poisson simulation. Technical Report. Uppsala: (NL, NJ) > Department of Biometry and Engineering, Sveriges lantbruksuniversitet. Rapport. Biometri ; 2004:0

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In many studies of dynamic systems, the stochastic aspects are as important as the dynamic. It is then important to consider uncertainty in the results. Furthermore, dynamics and stochastics interact because the stochastics excite the dynamics and the dynamics change the conditions for the stochastics. Poisson Simulation is an extension of Continuous System Simulation to model and simulate dynamic and stochastic processes. The power of this idea has been described and verified. However, introducing randomness into a CSS model makes the results stochastic. Therefore, a number of simulation runs followed by a statistical analysis have to be performed. Two cases of the statistical analysis must be distinguished: I. Estimation of output quantities, which is straight-forward, and II. Estimation of parameters, which requires a more complex procedure based on bootstrap methods. This documentation presents methods to solve these problems with the help of specially designed tools for repeated simulation and subsequent statistical analysis. Part I presents the tool StocRes for estimation of output quantities and Part II the tool ParmEst for parameter estimations.

Authors/Creators:Gustafsson, Leif
Title:Tools for statistical handling of poisson simulation
Subtitle:documentation of StockRes and ParmEst
Series Name/Journal:Rapport. Biometri
Year of publishing :2004
Number of Pages:29
Place of Publication:Uppsala
Publisher:Institutionen för biometri och teknik, Sveriges lantbruksuniversitet
Publication Type:Report
Full Text Status:Public
Subjects:Obsolete subject words > SOCIAL SCIENCES > Statistics, computer and systems science
Permanent URL:
ID Code:3810
Department:(NL, NJ) > Department of Biometry and Engineering
Deposited By: Erica Lövgren
Deposited On:17 Dec 2009 00:00
Metadata Last Modified:02 Dec 2014 10:25

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