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Design of Experiments Introduction to Simulation Spring 2010 Dr Louis Luangkesorn University of Pittsburgh March 2 2010 Dr Louis Luangkesorn University of Pittsburgh Design of Experiments March 2 2010 1 21 March 2 2010 2 21 Outline 1 Introduction 2 Basic concepts 3 Potential Experimental Designs 4 Summary Dr Louis Luangkesorn University of Pittsburgh Design of Experiments Introduction Goals To understand the basic concepts of experimental design To recognize the types of goals that experimental design represents To understand the what makes simulation experiments different Dr Louis Luangkesorn University of Pittsburgh Design of Experiments March 2 2010 3 21 Introduction The curse of dimensionality The Roadrunner computer 1 pentaflop thousand trillion operations per second If you have 100 factors two levels each one operations per simulation one run 400 years Moore s law computing performance doubles every two years But our problem sizes are factorial We cannot rely on brute force to explore a system with simulation Dr Louis Luangkesorn University of Pittsburgh Design of Experiments March 2 2010 4 21 Introduction Goals of a simulation analysts Develop a basic understanding of the simulation model or system Find robust decisions or policies or Compare the merits of various decisions or policies Dr Louis Luangkesorn University of Pittsburgh Design of Experiments March 2 2010 5 21 Basic concepts Basic concepts Factor Input variables Can be treatment factors controlable or noise factors not controlable Levels The values a factor can take on Response Output of the system Interaction The value of one factor affects the response of the system due to another factor Significance A finding that a factor or interaction has a non negligible effect on a response Experimental units The subjects that the experiment is run on i e the system under consideration Experimental Design The rule that identifies factor combinations and assigns them to experimental units Replication Each



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