Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best

DOI10.1287/mnsc.39.8.989zbMath0789.65106OpenAlexW2012803856MaRDI QIDQ4276610

Barry L. Nelson, Jason C. Hsu

Publication date: 7 February 1994

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.39.8.989

zbMATH Keywords

variance reductionmultiple comparisonsexperiment designcommon random numberssystem performancecontrol- variate modelsstatistical inference methods

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Random number generation in numerical analysis (65C10) Paired and multiple comparisons; multiple testing (62J15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (4)

Control-variate methods for comparison with a standard ⋮ Multiple-comparison procedures for steady-state simulations ⋮ Selecting the best simulated system with weighted control-variate estimators ⋮ Multiple comparisons with the best using common random numbers for steady-state simulations

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