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?


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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