Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
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Publication:3980512
DOI10.1287/opre.39.4.583zbMath0737.65117MaRDI QIDQ3980512
Barry L. Nelson, Wei-Ning Yang
Publication date: 26 June 1992
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.39.4.583
multiple comparisons; stochastic simulation; pairwise comparisons; control variates; common random numbers; variance reduction techniques; interval estimates
65C10: Random number generation in numerical analysis
62J15: Paired and multiple comparisons; multiple testing
65C99: Probabilistic methods, stochastic differential equations
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