Skip to main content

Principles of Simulation

  • Chapter
  • First Online:

Abstract

Modeling is a useful way to summarize and characterize data, but modeling truly becomes powerful when it is used to answer questions that could not be answered without otherwise having to perform an experiment or to answer questions for which there is no means to answer the question experimentally. This is the realm of simulation, which can be thought of as applied modeling. This chapter introduces the principles of simulation, both deterministic (when there is no random component in the simulation) and Monte Carlo (when random variation is considered a component in the model). This chapter introduces simulation from nuts to bolts from choosing the appropriate stochastic distribution(s) to analysis of simulation data. Particular attention is spent illustrating how to simulate various covariate distributions common to pharmacokinetics–pharmacodynamics, e.g., age, sex, weight, and laboratory values, as well as simulation of clinical studies. A case study in simulation is presented using sunitinib, a tyrosine kinase inhibitor used in cancer.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   149.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   199.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   279.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    Things have not gotten any better since 1997 in reporting the crest of the Red River. The Associated Press in 2010 reported that “the National Weather Service changed [the Red River’s] crest level prediction again, lowering it a half-foot to 19.5 feet above the flood stage on Sunday.” It seems hard to believe that this represents a meaningful change of any real significance.

  2. 2.

    It should be noted that my first attempt to model this data was using a Ln-transformation since that seemed reasonable given the distribution of the data. When I attempted to simulate from my model, although the simulated mean values were consistent with the observed data, the range of values was not. I leave it up to the reader to try the exercise that follows and see how using the wrong transformation can lead to invalid simulation results.

References

  • Abbas I, Rovira J, Casanovas J, and Greenfield T. Optimal design of clinical trials with computer simulation based on results of earlier trials, illustrated with a lipodystrophy trial in HIV patients. Journal of Biomedical Informatics 2008; 41: 1053-1061.

    PubMed  CAS  Google Scholar 

  • Abernethy DR and Greenblatt SJ. Drug disposition in obese humans: an update. Clinical Pharmacokinetics 1986; 11: 199-213.

    PubMed  CAS  Google Scholar 

  • Agoram BM. The use of pharmacokinetic-pharmacodynamic modeling for starting dose selection in first-in-human trials of high-risk biologicals. British Journal of Clinical Pharmacology 2008; 67: 153-160.

    PubMed  Google Scholar 

  • Ahrens JH and Dieter U. Computer methods for sampling from gamma, beta, Poisson, and binomial distributions. Computing 1974; 12: 223-246.

    Google Scholar 

  • An G, Mi Q, Dutta-Moscato J, and Vodovotz Y. Agent-based models in translational systems biology. Wiley Interdisciplinary Reviews: Systems Biology and Medicine 2009; (http://www3.interscience.wiley.com/journal/122465028/abstract?CRETRY=1&SRETRY=0).

    Google Scholar 

  • Annett M. The binomial distribution of right, mixed, and left handedness. Quarterly Journal of Experimental Psychology 1967; 19: 327-333.

    PubMed  CAS  Google Scholar 

  • Balci, O. Principles of simulation model validation, verification, and testing. Winter Simulation Conference: Proceedings of the 27th conference on Winter Simulation; 1995.

    Google Scholar 

  • Banks J and Gibson RR. Selecting simulation software. IEE Solutions 1997; May 1997.

    Google Scholar 

  • Bertilsson L and Dahl ML. Polymorphic drug oxidation: relevance to the treatment of psychiatric disorders. CNS Drugs 1996; 5: 200-223.

    CAS  Google Scholar 

  • Bingea RL and Raffin MJ. Normal performance variability on a dichotic CV test across nine onset- time-asynchrony conditions: application of a binomial distribution model. Ear & Hearing 1986; 7: 246-254.

    CAS  Google Scholar 

  • Binnie CD, Aarts JHP, Houtkooper MA, Laxminarayan R, Martins Da Silva A, and Meinardi H. Temporal characteristics of seizures and epileptiform discharges. Electroencephalography and clinical Neurophysiology 1984; 58: 498-505.

    PubMed  CAS  Google Scholar 

  • Blesius A, Chabaud S, Cucherat M, Mismetti P, Boissel J-P, and Nony P. Compliance-guided therapy: a new insight into the potential role of clinical pharmacologists. Clinical Pharmacokinetics 2006; 45: 95-104.

    PubMed  Google Scholar 

  • Box GEP and Muller ME. A note on the generation of random normal variates. Annals of Mathematical Statistics 1958; 29: 160-161.

    Google Scholar 

  • Bruno R and Claret L. On the use of change in tumor size to predict survival in clinical oncology studies: toward a new paradigm to design and evaluate Phase II studies. Clinical Pharmacology and Therapeutics 2009; 86: 136-138.

    PubMed  CAS  Google Scholar 

  • Burton A, Altman DG, Royston P, and Holdern RL. The design of simulation studies in medical statistics. Statistics in Medicine 2007; 25: 4279-4292.

    Google Scholar 

  • Cameron AC and Trivedi PK. Regression Analysis of Count Data. Cambridge University Press, Cambridge, 1998.

    Google Scholar 

  • Caro JJ. Pharmacoeconomic analyses using discrete event simulation. Pharmacoeconomics 2005; 23: 323-332.

    PubMed  Google Scholar 

  • Carter RE. Application of stochastic processes to participant recruitment in clinical trials. Controlled Clinical Trials 2004; 25: 429-436.

    PubMed  Google Scholar 

  • Chan PLS and Holford NHG. Disease treatment effects on disease progression. 41 2001; 625: 659.

    Google Scholar 

  • Chan V, Charles BG, and Tett SE. Population pharmacokinetics and association between A77 1726 plasma concentrations and disease activity measures following administration of leflunomide to people with rheumatoid arthritis. British Journal of Clinical Pharmacology 2005; 60: 257-264.

    PubMed  CAS  Google Scholar 

  • Chien JY, Friedrich S, Heathman M, de Alwis DP, and Sinha V. Pharmacokinetics/pharmacodynamics and the stages of development: role of modeling and simulation. AAPS Journal 2005; 7: Article 55.

    Google Scholar 

  • Choi H, Charnsangavej C, de Castro Faria S, Tamm EP, Benjamin RS, Johnson MM, Macapinlac HA, and Podoloff DA. CT evaluation of the response of gastrointestinal stromal tumors after imatinib mesylate treatment: a quantitative analysis correlated with FDG PET findings. American Journal of Roentgenology 2004; 183: 1619-1628.

    PubMed  Google Scholar 

  • Cooper NJ, Abrams KR, Sutton AJ, Turner D, and Lambert PC. A Bayesian approach to Markov modelling in cost-effectiveness analyses: application to taxane use in advanced breast cancer. Journal of the Royal Statistical Society, Series A 2003; 166: 389-405.

    Google Scholar 

  • Cowdale, A. Lessons identified from data collection for model validation. Proceedings of the 2006 Winter Simulation Conference; 2006.

    Google Scholar 

  • de Winter W, DeJonge J, Post T, Ploeger B, Urquhart R, Moules I, Eckland D, and Danhof M. A mechanism-based disease progression model for comparison of long-term effects of pioglitazone, metformin, and gliclazide on disease processes underlying Type 2 diabetes mellitus. Journal of Pharmacokinetics and Pharmacodynamics 2006; 33: 313-343.

    PubMed  Google Scholar 

  • Delgado R, Latorre R, and Labarca P. Selectivity and gating properties of a cAMP-modulated, (K)-selective channel from Drosophilia larval muscle. FEBS letters 1995; 370: 113-117.

    PubMed  CAS  Google Scholar 

  • Deng LY and Lin DKJ. Random number generation for the new century. American Statistician 2000; 54: 145-150.

    Google Scholar 

  • Desar IME, Burger DM, Van Hoesel GCM, Beijnen JH, Van Herpen CML, and Van der Graff WTA. Pharmacokinetics of sunitinib in an obese patient with a GIST. Annals of Oncology 2009; 599: 600.

    Google Scholar 

  • Devroye L. Non-Uniform Random Variate Generation. Springer Verlag, New York, 1986.

    Google Scholar 

  • Emrich LJ and Piedmonte MR. A method for generating high-dimensional multivariate binary variates. American Statistician 1991; 45: 302-304.

    Google Scholar 

  • Entacher K. A collection of selected pseudorandom number generators with linear structures. Technical Report, Austrian Center for Parallel Computation, University of Vienna, Austria, Report Number 97-1. 1997.

    Google Scholar 

  • Erasmus JJ, Gladish GW, Broemeling L, Sabloff BS, Truong MT, Herbst RS, and Munden RF. Interobserver and intraobserver variability in measurement of non-small cell lung cancer lesions: implications for assessment of tumor response. Journal of Clinical Oncology 2003; 21: 2574-2582.

    PubMed  Google Scholar 

  • Friberg LE, Henningsson A, Mace K, Nguyen L, and Karlsson MO. Model of chemotherapy-induced myelosuppression with parameter consistency across drugs. Journal of Clinical Oncology 2002; 20: 4713-4721.

    PubMed  Google Scholar 

  • Gange SJ. Generating multivariate categorical variates using the iterative proportional fitting algorithm. American Statistician 1995; 49: 134-138.

    Google Scholar 

  • Gharaibeh MN, Greenberg HE, and Waldman SA. Adverse drug reactions: a review. Drug Information Journal 1998; 32: 323-338.

    Google Scholar 

  • Gillis AM and Rose MS. Temporal patterns of paroyxsmal atrial fibrillation following DDDR pacemaker implantation. American Journal of Cardiology 2000; 85: 1445-1450.

    PubMed  CAS  Google Scholar 

  • Girard P, Blaschke T, Kastrissios H, and Sheiner LB. A Markov mixed effect regression model for drug compliance. Statistics in Medicine 1998; 17: 2313-2333.

    PubMed  CAS  Google Scholar 

  • Girard P, Sheiner L, Kastrissios H, and Blaschke T. A Markov model for drug compliance with application to HIV + patients. Clinical Pharmacology and Therapeutics 1996; 59: 157.

    Google Scholar 

  • Gobburu JVS and Lesko LJ. Quantitative disease, drug, and trial models. Annual Review of Pharmacology and Toxicology 2009; 49: 291-301.

    PubMed  CAS  Google Scholar 

  • Gueorguieva I, Nestorov I, Aarons L, and Rowland M. Uncertainty analysis in pharmacokinetics and pharmacodynamics: application to naratriptan. Pharmaceutical Research 2005a; 22: 1614-1626.

    PubMed  CAS  Google Scholar 

  • Gueorguieva I, Nestorov I, and Rowland M. Reducing whole body physiologically based pharmacokinetic models using global sensitivity analysis: diazepam case study. Journal of Pharmacokinetics and Pharmacodynamics 2005b; 33: 1-27.

    PubMed  Google Scholar 

  • Hastings NAJ and Peacock JB. Statistical Distributions. Halsted Press, New York, 1975.

    Google Scholar 

  • Holford NHG, Kimko HC, Monteleone JPR, and Peck CC. Simulation of clinical trials. Annual Review of Pharmacology and Toxicology 2000; 40: 209-234.

    PubMed  CAS  Google Scholar 

  • Hopper KD, Kasales CJ, Van Slyke MA, Schwartz TA, TenHave TR, and Jozefiak JA. Analysis of interobserver and intraobserver variability in CT tumor measurements. American Journal of Roentgenology 2010; 167: 851-854.

    Google Scholar 

  • Houk BE, Bello CL, Kang D, and Amantea M. A population pharmacokinetic meta-analysis of sunitinib malate (SU11248) and its primary metabolite (SU12662) in healthy volunteers. Clinical Cancer Research 2009a; 15: 2497-2506.

    PubMed  CAS  Google Scholar 

  • Houk BE, Bello CL, Poland B, Rosen LS, Demetri GD, and Motzer RJ. Relationship between exposure to sunitinib and efficacy and tolerability endpoints in patients with cancer: results of a pharmacokinetic-pharmacodynamic meta-analysis. Cancer Chemotherapy and Pharmacology 2009b; 66: 357-371.

    PubMed  Google Scholar 

  • Hughes DA and Walley T. Economic evaluations during early (Phase II) drug development: a role for clinical trial simulations. Pharmacoeconomics 2001; 19: 1069-1077.

    PubMed  CAS  Google Scholar 

  • Ierapetritou MG, Georgopoulos PG, Roth CM, and Androulakis IP. Tissue level modeling of xenobiotic metabolism in liver: an emerging tool for enabling clinical translational research. Clinical and Translational Science 2009; 2: 228-237.

    CAS  Google Scholar 

  • Jamei M, Marciniak S, Feng K, Barnett A, Tucker G, and Rostami-Hodjegan A. The Simcyp population-based ADME simulator. Expert Opinion in Drug Metabolism and Toxicology 2010; 5: 211-223.

    Google Scholar 

  • Johnson ME. Multivariate Statistical Simulation. John Wiley and Sons, Inc., New York, 1987.

    Google Scholar 

  • Kaemmerer MF, Rose MS, and Mehra R. Distribution of patient's paroxysmal atrial tachyarrhythmia episodes: implications for detection of treatment efficacy. Journal of Cardiovascular Electrophysiology 2001; 12: 121-130.

    PubMed  CAS  Google Scholar 

  • Kang SH and Jung SH. Generating correlated binary variables with complete specification of the joint distribution. Biometrical Journal 2001; 43: 263-269.

    Google Scholar 

  • Karlsson MO, Jonsson EN, Wiltse CG, and Wade JR. Assumption testing in population pharmacokinetic models: illustrated with an analysis of moxonidine data from congestive heart failure patients. Journal of Pharmacokinetics and Biopharmaceutics 1998; 26: 207-246.

    PubMed  CAS  Google Scholar 

  • Kastrissios H and Girard P. Protocol deviations and execution models. In: Simulation for Clinical Trials: A Pharmacokinetic-Pharmacodynamic Perspective, 2003 (Ed. Kimko HC and Duffull SB). Marcel Dekker, New York, pp. 55-72.

    Google Scholar 

  • Kastrissios H, Rohatagi S, Moberly J, Truitt K, Gao Y, Wada R, Takahashi M, Kawabata K, and Salazar D. Development of a predictive pharmacokinetic model for a novel cyclooxygenase-2 inhibitor. Journal of Clinical Pharmacology 2006; 46: 537-548.

    PubMed  CAS  Google Scholar 

  • Kianifard F and Gallo PP. Poisson regression analysis in clinical research. Journal of Biopharmaceutical Statistics 1995; 5: 115-129.

    PubMed  CAS  Google Scholar 

  • Kimko HC, Reele SSB, Holford NHG, and Peck CC. Prediction of the outcome of a phase 3 clinical trial of an antipsychotic agent (quetiapine fumarate) by simulation with a population pharmacokinetic and pharmacodynamic model. Clinical Pharmacology and Therapeutics 2000; 68: 568-577.

    PubMed  CAS  Google Scholar 

  • Kinderman AJ and Monahan JF. New methods for generating Student's t and gamma variables. Computing 1980; 25: 369-377.

    Google Scholar 

  • Kinderman AJ, Monahan JF, and Ramage JG. Computer methods for sampling from Student's t distribution. Mathematics of Computation 1977; 31: 1009-1018.

    Google Scholar 

  • Kneppel PL and Arango DC. Simulation Validation: A Confidence Assessment Approach. IEEE Computer Society Press, Los Alamitos, CA, 1993.

    Google Scholar 

  • Knuth DE. The Art of Computer Programming: Seminumerical Algorithms. Addison-Wesley, Reading MA, 1981.

    Google Scholar 

  • Koehler E, Brown E, and Haneuse SJPA. On the assessment of Monte Carlo error in simulation-based statistical analyses. American Statistician 2009; 63: 155-162.

    PubMed  Google Scholar 

  • Kowalski KG and Hutmacher M. Design evaluation for a population pharmacokinetic study using clinical trial simulations: a case study. Statistics in Medicine 2001; 20: 75-91.

    PubMed  CAS  Google Scholar 

  • Krishna DR and Klotz U. Extrahepatic metabolism of drugs in humans. Clinical Pharmacokinetics 1994; 26: 144-160.

    PubMed  CAS  Google Scholar 

  • L'Ecuyer P. Random numbers for simulation. Communications of the Association for Computing Machinery 1990; 33: 85-97.

    Google Scholar 

  • L'Ecuyer P and Hellekalek P. Random number generators: selection criteria and testing. In: Lecture Notes in Statistics, Vol. 138: Random and Quasi-Random Point Sets, 1998, (Ed. Hellekalek P). Springer-Verlag, New York, pp. 223-266.

    Google Scholar 

  • Laer S, Barrett JS, and Meibohm B. The in silico child: using simulation to guide pediatric guide development and manage pediatric pharmacotherapy. Journal of Clinical Pharmacology 2009; 49: 889-904.

    PubMed  CAS  Google Scholar 

  • Lambert D. Zero-inflated poisson regression with an application to defects in manufacturing. Technometrics 1992; 34: 1-14.

    Google Scholar 

  • Latz JE, Rusthoven JJ, Karlsson MO, Ghosh A, and Johnson RD. Clinical application of a semimechanistic-physiologic population PK/PD model for neutropenia following pemetrexed therapy. Cancer Chemotherapy and Pharmacology 2006; 57: 427-433.

    PubMed  Google Scholar 

  • Law, A. M. How to conduct a successful simulation study. Proceedings of the 2003 Winter Simulation Conference; 2003.

    Google Scholar 

  • Law, A. M. How to build valid and credible simulation models. Proceedings of the 2005 Winter Simulation Conference; 2005.

    Google Scholar 

  • Law AM and Kelton WD. Simulation Modeling and Analysis. McGraw-Hill, New York, 2000.

    Google Scholar 

  • Le SY, Liu WM, Chen JH, and Maizel JV. Local thermodynamic stability scores are represented by a non-central Student's t-distribution. Journal of Theoretical Biology 2001; 210: 411-423.

    PubMed  CAS  Google Scholar 

  • Leemis LM and McQueston JT. Univariate distribution relationships. American Statistician 2008; 62: 45-53.

    Google Scholar 

  • Lindauer A, Di Gion P, Kananfendt F, Tomalik-Scharte D, Kinzig M, Rodamer M, Dodos F, Sorgel F, Fuhr U, and Jaehde U. Pharmacokinetic/pharmacodynamic modeling of biomarker response to sunitinib in healthy volunteers. Clinical Pharmacology and Therapeutics 2010; 87: 601-608.

    PubMed  CAS  Google Scholar 

  • Lindsey JK. A general family of distributions for longitudinal dependence with special reference to event histories. Statistics in Medicine 2001; 20: 1625-1638.

    PubMed  CAS  Google Scholar 

  • Lockwood PA, Cook JA, Ewy W, and Mandema JW. The use of clinical trial simulation to support dose selection: application to development of a new treatment for chronic neuropathic pain. Pharmaceutical Research 2003; 20: 1752-1759.

    PubMed  CAS  Google Scholar 

  • Loizou G, Spendiff M, Barton HA, Bessems J, Bois FY, Bouvier d'Yvoire M, Buist H, Clewell III HJ, Meek B, Gundert-Remy U, Goerlitz G, and Schmitt W. Development of good modeling practice for physiologically based pharmacokinetic modles for use in risk assessment: the first steps. Regulatory Toxicology and Pharmacology 2009; 50: 400-411.

    Google Scholar 

  • Mager DE, Woo S, and Jusko WJ. Scaling pharmacodynamics from in vitro and preclinical animal studies to humans. Drug Metabolism and Pharmacokinetics 2009; 24: 16-24.

    PubMed  CAS  Google Scholar 

  • Marsaglia G. Random numbers fall mainly on the planes. Proceedings of the National Academy of Science USA 1968; 61: 25-28.

    CAS  Google Scholar 

  • Marsaglia G and Tsang WW. The ziggurat method for generating random variables. Journal of Statistical Software 2000; 5: 1-7.

    Google Scholar 

  • Marsgalia G. Marsaglia Random Number CD-ROM with the Diehard Battery of Tests of Randomness. produced by a grant from the National Science Foundation at the Florida State University. 1995.

    Google Scholar 

  • Marsgalia GE and Bray TA. A convenient method for generating normal variables. SIAM Review 1964; 6: 260-264.

    Google Scholar 

  • Matlab News and Notes. Normal behavior: Ziggurat algorithm generates normally distributed random numbers. Spring Issue. 2001.

    Google Scholar 

  • McCullough BD. Assessing the reliability of statistical software: Part I. American Statistician 1998; 52: 358-366.

    Google Scholar 

  • McCullough BD. Assessing the reliability of statistical software: Part II. American Statistician 1999; 53: 149-159.

    Google Scholar 

  • McCullough BD and Wilson B. On the accuracy of statistical procedures in Excel 97. Computational Statistics & Data Analysis 1999; 31: 27-37.

    Google Scholar 

  • Metropolis N. The Beginning of the Monte Carlo method. Los Alamos Sciences Special Edition 1987.

    Google Scholar 

  • Milton JG, Gotman J, Remillard GM, and Andermann F. Timing of seizure recurrence in adult epileptic patients: a statistical analysis. Epilepsia 1987; 28: 471-478.

    PubMed  CAS  Google Scholar 

  • Mooney CZ. Monte Carlo Simulation. Sage Publications, Thousand Oaks, 1997.

    Google Scholar 

  • Mould DR, Denman NG, and Duffull S. Using disease progression models as a tool to detect drug effect. Clinical Pharmacology and Therapeutics 2007; 82: 81-86.

    PubMed  CAS  Google Scholar 

  • Muller P and Quintana FA. Nonparametric Bayesian data analysis. Statistical Science 2004; 19: 95-110.

    Google Scholar 

  • Naylor TH and Finger JM. Verification of computer simulation models. Management Science 1967; 14: B92-B101.

    Google Scholar 

  • Nestorov I. Sensitivity analysis of pharmacokinetic and pharmacodynamic systems: I. A structural approach to sensitivity analysis of physiologically based pharmacokinetic models. Journal of Pharmacokinetics and Biopharmaceutics 1999; 27: 577596.

    Google Scholar 

  • Pace DK. Ideas about simulation conceptual model development. Johns Hopkins Applied Technical Digest 2000; 21: 327-336.

    Google Scholar 

  • Park CG, Park P, and Shin DW. A simple method for generating correlated binary variables. American Statistician 1996; 50: 306-310.

    Google Scholar 

  • Park SK and Miller KW. Random number generators: good ones are hard to find. Communications of the ACM 1988; 31: 1192-1201.

    Google Scholar 

  • Perelson AS, Kirschner DE, and de B. Dynamics of HIV infection of CD4+ T cells. Mathematical Biosciences 1993; 114: 81-125.

    Google Scholar 

  • Perelson AS and Nelson PW. Mathematical analysis of HIV-1 dynamics in vivo. SIAM Review 1999; 41: 3-44.

    Google Scholar 

  • Perelson AS, Neumann AU, Markowitz M, Leonard JM, and Ho DD. HIV-1 dynamics in vivo: virion clearance rate, infected life-span, and viral generation time. Science 1996; 271: 1582-1586.

    PubMed  CAS  Google Scholar 

  • Petain A, Kattygnarath D, Azard J, Chetelut E, Delbaldo C, Geoerger B, Barrios M, Seronie-Viven S, LeCesne A, Vassal G, and on behalf of the Innovative Therapies with Children with Cancer European Consortium. Population pharmacokinetics and pharmacodynamics of imatinib in children and adults. Clinical Cancer Research 2008; 14: 7102-7109.

    PubMed  CAS  Google Scholar 

  • Post TM, Freijer JI, DeJongh J, and Danhof M. Disease system analysis: basic disease progression models in degenerative disease. Pharmaceutical Research 2005; 2: 1038-1049.

    Google Scholar 

  • Rachev ST, Wu C, and Yakovlev AY. A bivariate limiting distribution for tumor latency time. Mathematical Biosciences 1995; 127: 127-142.

    PubMed  CAS  Google Scholar 

  • Ralph LD, Sandstrom M, Twelves C, Dobbs NA, and Thomson AH. Assessment of the validity of a population pharmacokinetic model for epirubicin. British Journal of Clinical Pharmacology 2006; 62: 47-55.

    PubMed  CAS  Google Scholar 

  • Rascati KL. Essentials of Pharmacoeconomics. Liipincott, Williams, & Wilkins, Baltimore, MD, 2009.

    Google Scholar 

  • Relling MV. Polymorphic drug metabolism. Clinical Pharmacy 1989; 8: 852-863.

    PubMed  CAS  Google Scholar 

  • Ripley BD. Thoughts on pseudorandom number generators. Journal of Computational and Applied Mathematics 1990; 31: 153-163.

    Google Scholar 

  • Rohatagi S, Kastrissios H, Sasahara K, Truitt K, Moberty JB, Wada R, and Salazar D. Pain relief model for a COX-2 inhibitor in patients with postoperative pain. British Journal of Clinical Pharmacology 2009; 66: 60-70.

    Google Scholar 

  • Rose CE, Martin SW, Wannemuehler KA, and Plikaytis BD. On the use of zero-inflated and hurdle models for modeling vaccine adverse event count data. Journal of Biopharmaceutical Statistics 2006; 16: 463-481.

    PubMed  CAS  Google Scholar 

  • Rose MS, Gillis AM, and Sheldon RS. Evaluation of the bias in using the time to the first event when the inter-event intervals have a Weibull distribution. Statistics in Medicine 1999; 18: 139-154.

    PubMed  CAS  Google Scholar 

  • Ross SM. Simulation. Harcourt/Academic Press, San Diego, 1997.

    Google Scholar 

  • Rostami-Hodjegan A and Tucker GT. Simulation and prediction of in vivo drug metabolism in human populations from in vitro data. Nature Reviews Drug Discovery 2007; 6: 140-148.

    PubMed  CAS  Google Scholar 

  • Royston P. Estimation, reference ranges, and goodness of fit for the three-parameter log-normal distribution. Statistics in Medicine 1992; 11: 897-912.

    PubMed  CAS  Google Scholar 

  • Rubinstein RY. Simulation and the Monte Carlo Method. John Wiley and Sons, Inc., New York, 1981.

    Google Scholar 

  • Sargent R. Verification, validation, and accreditation of simulation models. In: Proceedings of the 2000 Winter Simulation Conference, 2000, (Ed. Joines JA). The Institute of Electrical and Electronics Engineers, Piscataway, NJ, pp. 50-59.

    Google Scholar 

  • Scheuer EM and Stoller DS. On the generation of normal random variates. Technometrics 1962; 4: 278-281.

    Google Scholar 

  • Shang EY, Gibbs MA, Landen JW, Krams M, Russell T, Denman NG, and Mould DR. Evaluation of structural models to describe the effect of placebo upon the time course of major depressive disorder. Journal of Pharmacokinetics and Pharmacodynamics 2009; 36: 63-80.

    PubMed  Google Scholar 

  • Shapiro MD and Wilcox DW. Generating non-standard multivariate distributions with an application to the measurement of the CPI. Technical Working Paper Series, National Bureau of Economic Research, Technical Working Paper 196. 1996.

    Google Scholar 

  • Stein WE and Keblis MF. A new method to simulate the triangular distribution. Mathematical and Computer Modelling 2009; 49: 1143-1147.

    Google Scholar 

  • Stevens WK. When scientific predictions are so good they're bad. NY Times 1998; 29 Sept.

    Google Scholar 

  • Tadikamalla PR and Johnson ME. A complete guide to gamma variate generation. American Journal of Mathematical and Management Sciences 1981; 1: 213-236.

    Google Scholar 

  • Thall PF and Vail SC. Some covariance models for longitudinal count data with overdispersion. Biometrics 1990; 46: 657-671.

    PubMed  CAS  Google Scholar 

  • United States Department of Health and Human Services, Food and Drug Administration, Center for Drug Evaluation and Research, and Center for Biologics Evaluation and Research. Guidance for Industry: Population Pharmacokinetics. 1999.

    Google Scholar 

  • Verma R, Gupta A, and Singh K. Simulation software evaluation and selection: a comprehensive framework. Journal of Automation and System Engineering 2009; 2008: Paper 1-(http://jase.esrgroups.org/2_4_1_08%20proof.pdf).

  • Wallace ND. Computer generation of gamma random variates with non-integral shape parameters. Communications of the ACM 1974; 17: 691-695.

    Google Scholar 

  • Wang Y, Bhattaram AV, Jadhav PR, Lesko L, Madabushi R, Powell JR, Qiu W, Sun H, Yim D-S, Zheng J, and Gobburu JVS. Leveraging prior quantitative knowledge to guide drug development decicions and regulatory science recommendations: impact of FDA pharmacometrics during 2004-2006. Journal of Clinical Pharmacology 2008; 48: 146-156.

    PubMed  CAS  Google Scholar 

  • Wang Y, Sung C, Dartois C, Ramchandani R, Booth BP, Rock E, and Gobburu J. Elucidation of relationship between tumor size and survival in non-small-cell lung cancer patients can aid early decision making in clinical drug development. Clinical Pharmacology and Therapeutics 2009; 86: 167-174.

    PubMed  CAS  Google Scholar 

  • Ware JE, Kosinski M, and Dewey JE. How to Score Version 2 of the SF-36 Health Survey (Standard & Acute Forms). Quality Metric Incorporated, Lincoln, RI, 2000.

    Google Scholar 

  • Weinberg CR and Gladen BC. The beta-geometric distribution applied to comparative fecundability studies. Biometrics 1986; 42: 547-560.

    PubMed  CAS  Google Scholar 

  • Williams PJ and Lane JR. Modeling and simulation: planning and execution. In: Pharmacometrics: The Science of Quantitative Pharmacology, 2009, (Ed. Ette EI and Williams PJ). John Wiley & Sons, Inc., Hoboken, N.J., pp. 873-880.

    Google Scholar 

  • Yu DK, Bhargava VO, and Weir SJ. Selection of doses for phase II clinical trials based on pharmacokinetic variability consideration. Journal of Clinical Pharmacology 1997; 37: 673-678.

    PubMed  CAS  Google Scholar 

  • Yu LX and Amidon GL. A compartmental absorption and transit model for estimating oral drug absorption. International Journal of Pharmaceutics 1999; 186: 119-125.

    PubMed  CAS  Google Scholar 

Recommended Reading

  • Burton A, Altman G, Royston P, and Holder RL. The design of simulation studies in medical statistics. Statistics in Medicine 2006; 25: 4279-4292.

    PubMed  Google Scholar 

  • Gueorguieva I, Nestorov, IA, Aarons L, and Rowland M. Uncertainty analysis in pharmacokinetics and pharmacodynamics: application to naratriptan. Pharmaceutical Research 2005; 22: 1614-1626.

    PubMed  CAS  Google Scholar 

  • Holford N, Ma SC, and Ploeger BA. Clinical trial simulation: a review. Clinical Pharmacology and Therapeutics 2010; 88: 166-182.

    PubMed  CAS  Google Scholar 

  • Marchand M, Fuseau E, and Critchley DJ. Supporting the recommended paediatric dosing regimen for rufinamide in Lennox-Gastaut syndrome using clinical trial simulation. Journal of Pharmacokinetics and Pharmacodynamics 2010; 37: 99-118.

    PubMed  CAS  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Appendix

Appendix

NLMIXED Syntax for Modeling Serum Albumin Concentrations Using a Mixture Distribution for the Random Effects and Student’s T-Distribution for the Residuals

figure s_12

SAS Code for Patient Recruitment Simulation

figure t_12

Rights and permissions

Reprints and permissions

Copyright information

© 2011 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Bonate, P.L. (2011). Principles of Simulation. In: Pharmacokinetic-Pharmacodynamic Modeling and Simulation. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-9485-1_12

Download citation

Publish with us

Policies and ethics