Design and Analysis of Simulation Experiments

This text covers the experimental design theory called simulation experimental design, combining both the theory of experimental design and system simulation techniques. In particular, the mathematical theory of such universal variance reduction techniques as splitting and Russian Roulette is explored. The book contains a number of results on regression design theory related to nonlinear problems, the E-optimum criterion and designs which minimize bias. This volume should be useful to readers interested in systems simulation, applied statistics and numerical methods with basic knowledge of applied statistics and linear algebra.