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| Author: | Yang, W-N. Nelson, B. L. |
| Title: | Using common random numbers and control variates in multiple-comparison procedures. |
| Journal: | Operations Research
1991 : JUL-AUG, VOL. 39:4, p. 583-591 |
| Index terms: | SYSTEMS DESIGN SIMULATION |
| Language: | eng |
| Abstract: | The determination of the relative merits of two or more system designs via stochastic simulation experiments is considered. Refinements are proposed for three standard methods that are used for such comparisons. Refinements mean greater sensitivity to differences in system performance. The refinements are achieved through the use of two variance reduction techniques: common random numbers and control variants. After reviewing some background, three new multiple-comparison procedures are presented and shown to be superior to existing procedures under certain conditions. |
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