Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation

DOI10.1287/mnsc.41.12.1935zbMath0853.65149OpenAlexW2166274157MaRDI QIDQ4887768

Publication date: 5 January 1997

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.41.12.1935

zbMATH Keywords

numerical example simulation Bonferroni inequality experiment design common random numbers indifference-zone selection multiple-comparison inference

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Stochastic processes (60G99) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (19)

SAMPLE SIZE DETERMINATION FOR MULTIPLE COMPARISONS WITH COMPONENTS OF A LINEAR FUNCTION OF MEAN VECTORS ⋮ Bayesian Optimization Allowing for Common Random Numbers ⋮ Sequential Selection with Unknown Correlation Structures ⋮ Some insights of using common random numbers in selection procedures ⋮ Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations ⋮ A New Budget Allocation Framework for the Expected Opportunity Cost ⋮ Efficient Ranking and Selection in Parallel Computing Environments ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Retrospective optimization of mixed-integer stochastic systems using dynamic simplex linear interpolation ⋮ Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation ⋮ Multiple comparisons with the best using common random numbers for steady-state simulations ⋮ Comparison with a standard via all-pairwise comparisons ⋮ Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs ⋮ Selection Procedures for Simulations with Multiple Constraints under Independent and Correlated Sampling ⋮ A restricted multinomial hybrid selection procedure ⋮ A multi-objective selection procedure of determining a Pareto set ⋮ Selecting the Best Component of a Multivariate Normal Population ⋮ Parameter Rating by Diffusion Gradient ⋮ Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments

This page was built for publication: Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation