Robust multiple comparisons under common random numbers

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Robust multiple comparisons under common random numbers

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ACM Transactions on Modeling and Computer Simulation (TOMACS) archive
Volume 3 , Issue 3 (July 1993) table of contents

Pages: 225 - 243

Year of Publication: 1993

ISSN:1049-3301

Author

Barry L. Nelson

Ohio State Univ., Columbus

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 11, Downloads (12 Months): 31, Citation Count: 7

Additional Information:

references cited by index terms review collaborative colleagues

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Box, G. E.P. 1954. Some theorems on quadratic forms apphed in the study of analysis of variance problems, I. Effect of inequality of variance m the one-way classification. An. Math. Stat. 25, 290 302.
	2	GRAYBILL, F.A. 1969. Matrices with Apphcatlons in Stutzstzcs. Wadsworth, Belmont, Calif.
	3	GRIEVE, A. P., AND AG, C.-G. 1984 Tests of sphericity of normal distributions and the analys~s of repeated measures designs Psychometrzka 49, 2, 257-267
	4	Y. Hochberg , A. C. Tamhane, Multiple comparison procedures, John Wiley & Sons, Inc., New York, NY, 1987
	5	Jason C. Hsu , Barry L. Nelson, Optimization over a finite number of system designs with one-stage sampling and multiple comparisons with the best, Proceedings of the 20th conference on Winter simulation, p.451-457, December 12-14, 1988, San Diego, California, United States [doi>10.1145/318123.318232]
	6	MARSAGL1A, G., AND OLKIN, I. 1984 Generating correlation matmces. SIAM. Scz Star. Cornput 5, 470 475.
	7	NELSON, B. L. 1992. Common random numbers and multiple comparisons in s~mulation analysis. In Proceed~n~'s of the 1st Industrlal Engineering Research Conference. G Klutke. D. A. Mitta, B. O. Nnaji, L. M. Seiford, Eds IIE, 463 466.
	8	Barry L. Nelson , D. Richards, Control variate remedies, Operations Research, v.38 n.6, p.974-992, Nov./Dec. 1990 [doi>10.1287/opre.38.6.974]
	9	Barry L. Nelson , Jason C. Hsu, Control-variate models of common random numbers for multiple comparisons with the best, Management Science, v.39 n.8, p.989-1001, Aug. 1993 [doi>10.1287/mnsc.39.8.989]
	10	A. Nozari , S. F. Arnold , C. D. Pegden, Statistical analysis for use with the Schruben and Margolin correlation induction strategy, Operations Research, v.35 n.1, p.127-139, Jan.-Feb. 1987 [doi>10.1051/ro:2001107]
	11	RAO, C. R 1973. Linear Stati~tzcal Inference and zts Applicatzons John Wiley, New York.
	12	SCHRUBEN, L., AND MARGOLIN, B. 1978. Pseudorandom number assignment in statistically designed simulation and distribution sampling experiments, d. Am. Star. Assoc. 73, 504-525.
	13	TEW, J. D., AND WILSON, J. R. 1993. Estimating simulation metamodels using combined correlation-based variance reduction techniques, lie Trans. To be published.
	14	TONG, Y. 1980. Probability llzequalztzes i~ Mu{tzvar~ate Distributtons. Academic Press, New York.
	15	WANG, H.-L. 1992. Multiple comparisons procedures in repeated measures designs. Ph.D. dissertation, Dept. of Statistics, The Ohio State Univ., Columbus, Ohio.
	16	YANG, W., AND NELSON, B.L. 1991. Using common random numbers and control variates in multiple-comparison procedures. Oper. Res. 39, 4, 583 591.

CITED BY 7

	Susan M. Sanchez, It is a far, far better mean I find…, Proceedings of the 29th conference on Winter simulation, p.31-38, December 07-10, 1997, Atlanta, Georgia, United States
	Frank J. Matejcik, Improvements and extensions to simulation interval procedures, Proceedings of the 27th conference on Winter simulation, p.367-373, December 03-06, 1995, Arlington, Virginia, United States
	James R. Swisher , Sheldon H. Jacobson, A survey of ranking, selection, and multiple comparison procedures for discrete-event simulation, Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future, p.492-501, December 05-08, 1999, Phoenix, Arizona, United States
	Pierre L'Ecuyer, Efficiency improvement and variance reduction, Proceedings of the 26th conference on Winter simulation, p.122-132, December 11-14, 1994, Orlando, Florida, United States
	Frank J. Matejcik , Barry L. Nelson, Simultaneous ranking, selection and multiple comparisons for simulation, Proceedings of the 25th conference on Winter simulation, p.386-392, December 12-15, 1993, Los Angeles, California, United States
	James R. Swisher , Sheldon H. Jacobson , Enver Yücesan, Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.13 n.2, p.134-154, April 2003
	Barry L. Nelson , Jeremy Staum, Control variates for screening, selection, and estimation of the best, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.16 n.1, p.52-75, January 2006

INDEX TERMS

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

Additional Classification:
G. Mathematics of Computing
G.3 PROBABILITY AND STATISTICS
Subjects: Random number generation

General Terms:
Experimentation, Theory

Keywords:
common random numbers, computer simulation, multiple-comparison procedures, statistics, variance reduction

REVIEW

"R. Sambasiva Rao : Reviewer"

One of the objectives of simulation experiments is to compare the expected performance of different systems. In this context, induced positive dependence across the responses (simulation outputs) and control-variate models have been in vogue. more...

Collaborative Colleagues:

Barry L. Nelson: colleagues

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