Multiple comparisons with the best for steady-state simulation

  • Authors:
  • Mingjian Yuan;Barry L. Nelson

  • Affiliations:
  • National Yunlin Institute of Technology and Management;The Ohio State Univ., Columbus

  • Venue:
  • ACM Transactions on Modeling and Computer Simulation (TOMACS)
  • Year:
  • 1993

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Abstract

Multiple-comparison procedures are useful for comparing the performance of competing systems via simulation. In this paper we extend a particular multiple-comparison procedure, multiple comparisons with the best, to steady-state simulation by using an autoregressive-output-analysis method.