Using common random numbers for indifference-zone selection

Authors:
E. Jack Chen
Affiliations:
BASF Corporation, Mount Olive, New Jersey
Venue:
Proceedings of the 33nd conference on Winter simulation
Year:
2001

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Abstract

This paper discusses the validity of using common random numbers (CRNs) with two-stage selection procedures to improve the possibility of correct selection and discusses the intrinsic subset pre-selection of the Enhanced Two-Stage Selection (ETSS) procedure. We propose using CRNs with Rinott's two-stage selection and ETSS procedures when the underlying processes satisfy certain conditions. An experimental performance evaluation demonstrates the improvement in the possibility of correct selection of using CRNs with two-stage selection procedures and the intrinsic subset pre-selection of the ETSS procedure.