search query: @author Kleijnen, J. P. C. / total: 14
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| Author: | Kleijnen, J. P. C. |
| Title: | Analyzing simulation experiments with common random numbers. |
| Journal: | Management Science
1988 : JAN, VOL. 34:1, p. 65-74 |
| Index terms: | LINEAR MODELS RANDOM NUMBERS SIMULATION MODELS |
| Language: | eng |
| Abstract: | The analyze simulations runs which use the same random numbers, the blocking concept of experimental design is not needed. Instead there is proposed a linear regression model with a nondiagonal covariance matrix. This covariance matrix does not need to have a specific pattern such as constant covariances. A simple example yields surprising results. A new framework for error analysis is described. This framework consists of three factors: common random numbers, replication, model validity, each with three levels. |
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