Multiple comparisons with the best for steady-state simulation

ABSTRACT

Multiple-comparison procedures are useful for comparing the performance of competing systems via simulation. In this paper we extend a particular multiple-comparison procedure, multiple comparisons with the best, to steady-state simulation by using an autoregressive-output-analysis method.

REFERENCES

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INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

Additional Classification:
  G. Mathematics of Computing

  I. Computing Methodologies
  I.6 SIMULATION AND MODELING

General Terms:
Experimentation, Theory

Keywords:
computer simulation, multiple-comparison procedures, statistics, steady-state simulation, stochastic processes, times-series analysis