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| Author: | Nelson, B. L. Goldsman, D. |
| Title: | Comparisons with a Standard in Simulation Experiments |
| Journal: | Management Science
2001 : MAR, VOL. 47:3, p. 449-463 |
| Index terms: | STANDARDS SIMULATION EXPERIMENT DESIGN |
| Language: | eng |
| Abstract: | The authors consider the problem of comparing a finite number of stochastic systems with respect to a single system (designated as the "standard") via simulation experiments. The comparison is based on expected performance, and the goal is to determine if any system has larger expected performance than the standard, and if so to identify the best of the alternatives. In this paper the authors provide two-stage experiment design and analysis procedures to solve the problem for a variety of scenarios, including those in which the authors encounter unequal variances across systems, as well as those in which the authors use the variance reduction technique of common random numbers and it is appropriate to do so. |
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