An improved two-step simulation test method for simulation results
Fengchun Lin, Hu Fu · 2009
On the basis of the primary two-step simulation test method for simulation results by Fu and Lin (2007), an improvement is presented to increase test precision, particularly when several values of test statistic calculated by simulation samples in the second step simulation appear to be equal to the value calculated by experiment samples. As well as the primary method, the presented method can test simulation results of multiple populations (states), and it can be applied to normal, nonnormal and unknown distributions. The detailed procedures are given for standard deviation and mean simulation results respectively.