Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations
Document Type
Article
Publication Date
11-1-2007
Abstract
Suppose that there are k ≥ 2 different systems (i.e., stochastic processes), where each system has an unknown steady-state mean performance. We consider the problem of running a two-stage simulation using common random numbers to construct fixed-width confidence intervals for two multiple-comparison problems. Under the assumptions that the stochastic processes representing the simulation output of the different systems satisfy a functional central limit theorem and that the asymptotic covariance matrix satisfies a condition known as sphericity, we prove that our confidence intervals are asymptotically valid (as the desired half-width of the confidence intervals tend to zero). We develop both absolute- and relative-width confidence intervals. Empirical results are presented indicating the procedures' robustness to violations of the sphericity assumption. © 2006 Elsevier B.V. All rights reserved.
Identifier
34248215130 (Scopus)
Publication Title
European Journal of Operational Research
External Full Text Location
https://doi.org/10.1016/j.ejor.2006.09.045
ISSN
03772217
First Page
1330
Last Page
1349
Issue
3
Volume
182
Grant
DMI-9624469
Fund Ref
National Science Foundation
Recommended Citation
Nakayama, Marvin K., "Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations" (2007). Faculty Publications. 13255.
https://digitalcommons.njit.edu/fac_pubs/13255
