ACM transactions on modeling and computer simulation

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1, January 2005. 50 • N. M. Steiger et al. application of ASAP3 so as to avoid an excessive overall probability of committing a type I error—that is, falsely rejecting the hypothesis Hmvn that the batch means possess a four-dimensional normal distribution on some iteration of ASAP3 when the procedure is applied to a single simulation output process. (b) We sought to impose an effective upper limit of about 20 on the number of iterations of the multivariate Shapiro-Wilk test in a single application of ASAP3.

1-2000, IEEE Standard for Modeling and Simulation (M&S) High Level Architecture (HLA)—Federate Interface Specification. ¨ High Performance RTI. htm. M¨AK TECHNOLOGIES. 2002. MAK MORSE, K. L. AND STEINMAN, J. S. 1997. Data distribution management in the HLA, multidimensional regions and physically correct filtering. In Proceedings of 1997 Spring Simulation Interoperability Workshop (March). MORSE, K. L. 2000. An adaptive, distributed algorithm for interest management. D Dissertation, University of California, Irvine (May).

Four-dimensional normality. 2), this scheme can require as many as 15 iterations of the multivariate ShapiroWilk test. Although the final batch means delivered by this testing scheme may exhibit nonnegligible departures from multivariate normality, in practice we have found a resultant degree of convergence to approximate multivariate normality that is sufficient to yield acceptable overall performance of ASAP3 in a broad diversity of applications for which no precision requirement is specified.

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