Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
From MaRDI portal
Publication:3980512
DOI10.1287/opre.39.4.583zbMath0737.65117OpenAlexW2071065813MaRDI QIDQ3980512
Barry L. Nelson, Wei-Ning Yang
Publication date: 26 June 1992
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.39.4.583
multiple comparisonsstochastic simulationpairwise comparisonscontrol variatescommon random numbersvariance reduction techniquesinterval estimates
Random number generation in numerical analysis (65C10) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)
Related Items (7)
Sequential Selection with Unknown Correlation Structures ⋮ Rates of convergence of ordinal comparison for dependent discrete event dynamic systems ⋮ Multiple-comparison procedures for steady-state simulations ⋮ Order Now, Pickup in 30 Minutes: Managing Queues with Static Delivery Guarantees ⋮ Multiple comparisons with the best using common random numbers for steady-state simulations ⋮ Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs ⋮ Optimization via simulation: A review
This page was built for publication: Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
