A guide to simulation (2nd ed.)
A guide to simulation (2nd ed.)
Restricted subset selection procedures for simulation
Operations Research
Selecting the best system in steady-state simulations using batch means
WSC '95 Proceedings of the 27th conference on Winter simulation
Discrete-event simulation
Ranking and selection for steady-state simulation
Proceedings of the 32nd conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Overlapping batch means: something for nothing?
WSC '84 Proceedings of the 16th conference on Winter simulation
Using Ordinal Optimization Approach to Improve Efficiency of Selection Procedures
Discrete Event Dynamic Systems
ASAP3: a batch means procedure for steady-state simulation analysis
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Comparison with a Standard via All-Pairwise Comparisons
Discrete Event Dynamic Systems
Using parallel and distributed computing to increase the capability of selection procedures
WSC '05 Proceedings of the 37th conference on Winter simulation
Ranking and selection techniques with overlapping variance estimators
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Proceedings of the 40th Conference on Winter Simulation
| Hi-index | 0.00 |
Many simulation output analysis procedures are derived based on the assumption that data are independent and identically distributed (i.i.d.) normal; examples include ranking and selection procedures and multiple-comparison procedures. The method of batch means is the technique of choice to "manufacture" data that are approximately i. i. d. normal when the raw samples are not. Batch means are sample means of subsets of consecutive subsamples from a simulation output sequence. We propose to incorporate the procedure of determining the batch size to obtain approximately i. i. d. normal batch means into the selection procedures of comparing the performance of alternative system designs. We performed an empirical study to evaluate the performance of the extended selection procedure.