Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures

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

zbMATH Keywords

multiple comparisonsstochastic simulationpairwise comparisonscontrol variatescommon random numbersvariance reduction techniquesinterval estimates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

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