Screening for Dispersion Effects by Sequential Bifurcation

DOI10.1145/2651364zbMath1368.68311MaRDI QIDQ5270726

Bruce E. Ankenman, Susan M. Lewis, Russell C. H. Cheng

Publication date: 30 June 2017

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2651364

zbMATH Keywords

simulation; stopping rules; fixed-width confidence intervals; multiplicative model; location effects; variance effects; controlled sequential bifurcation; multiplicative variance model

Mathematics Subject Classification ID

62L15: Optimal stopping in statistics

Related Items

An Efficient Morris Method-Based Framework for Simulation Factor Screening, Cluster sampling for Morris method made easy, Generating and validating cluster sampling matrices for model-free factor screening

Uses Software

• Visual Basic

Cites Work

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