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I'm looking for good references explaining how to design and analyze simulation studies (and, just to be clear, by this I mean the typical study you'd find in many modern papers, where you repeatedly generate data, estimate something and assess performance). The goal is to include this in a graduate computational course, so ideally it should be an article covering the basics with some practical tips and recommendations.

Burton et al. (2006) is a good place to start, but do you know of any other papers (or, most probably, (hand)book chapters) in the same spirit as this?


Reference:

Burton, A., Altman, D. G., Royston, P. and Holder, R. L. (2006), The design of simulation studies in medical statistics. Statist. Med., 25: 4279–4292. doi:10.1002/sim.2673

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For general simulation, I think Simulation Modeling and Analysis by Averill M. Law is a great reference. I've spoken to him at conferences and attended his workshops - he's both gifted and a nice guy. He discusses designing simulation studies, pilot studies, determining warm-ups, etc.

For more formal treatment of some simulation procedures, Simulation by Sheldon Ross isn't bad (though I'm not a fan of Ross' writing style or typesetting).

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