A Bonferroni selection procedure when using commom random numbers with unknown variances

Authors:
Gordon M. Clark;Wei-ning Yang
Affiliations:
Department of Industrial and Systems Engineering, The Ohio State University, Columbus, Ohio;Department of Industrial and Systems Engineering, The Ohio State University, Columbus, Ohio
Venue:
WSC '86 Proceedings of the 18th conference on Winter simulation
Year:
1986

Citing 0
Cited 16

Steady-state simulation of queueing processes: survey of problems and solutions

ACM Computing Surveys (CSUR)
Improvements and extensions to simulation interval procedures

WSC '95 Proceedings of the 27th conference on Winter simulation
Simultaneous ranking, selection and multiple comparisons for simulation

WSC '93 Proceedings of the 25th conference on Winter simulation
Analysis of simulation output to compare alternatives (tutorial)

WSC '88 Proceedings of the 20th conference on Winter simulation
Variance reduction for simulation practitioners

WSC '87 Proceedings of the 19th conference on Winter simulation
A survey of ranking, selection, and multiple comparison procedures for discrete-event simulation

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
A decision-theoretic approach to screening and selection with common random numbers

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Batch-size effects on simulation optimization using multiple comparisons with the best

WSC' 90 Proceedings of the 22nd conference on Winter simulation
Use of common random numbers in comparing alternatives

WSC' 90 Proceedings of the 22nd conference on Winter simulation
New results on procedures that select the best system using CRN

Proceedings of the 32nd conference on Winter simulation
Using common random numbers for indifference-zone selection

Proceedings of the 33nd conference on Winter simulation
A genetic algorithm and an indifference-zone ranking and selection framework for simulation optimization

Proceedings of the 33nd conference on Winter simulation
Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey

ACM Transactions on Modeling and Computer Simulation (TOMACS)
Comparing simulation output accuracy of discrete event and agent based models: a quantitative approach

SCSC '09 Proceedings of the 2009 Summer Computer Simulation Conference
Value of information methods for pairwise sampling with correlations

Proceedings of the Winter Simulation Conference
Some insights of using common random numbers in selection procedures

Discrete Event Dynamic Systems

Quantified Score

Hi-index	0.00

Visualization

Abstract

This paper presents a Bonferroni procedure for selecting the alternative with the largest mean when the variances are unknown and unequal and correlation is induced among the observations for each alternative by common random numbers. Simulation results show that the Bonferroni procedure is more efficient than Dudewicz and Dalal's procedure when the percentage of variance reduction is high.