Recorded Lectures: analysis of simulation

In these lectures we discuss some basic statistical methods to analyse simulation output, with particular attention to the analysis of behavioural properties. 

1. Introduction
   
2. Expectations and confidence intervals
   
3. Behavioural probabilities: Chernoff bounds
   
4. Behavioural probabilities: sequential Wald test
   
5. Behavioural probabilities: the Bayesian way
   
6. Batch means for steady state averages