Control of initialization bias in multivariate simulation response

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Control of initialization bias in multivariate simulation response

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Communications of the ACM archive
Volume 24 , Issue 4 (April 1981) table of contents
Special issue on simulation modeling and statistical computing

Pages: 246 - 252

Year of Publication: 1981

ISSN:0001-0782

Author

Lee W. Shruben

Cornell Univ., Ithaca, NY

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 8, Downloads (12 Months): 24, Citation Count: 17

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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	I. Adiri , B. Avi-Itzhak, A Time-Sharing Queue with a Finite Number of Customers, Journal of the ACM (JACM), v.16 n.2, p.315-323, April 1969 [doi>10.1145/321510.321523]
	2	Anderson, T.W. The Statistical Analysis of Time Series. John Wiley and Sons, New York, 1971, p. 460.
	3	Everitt, B.S. A Monte Carlo investigation of the robustness of Hotelling's one- and two-sample T 2 tests. J. Am. Stat. Assoc. 74, (1979) 48-51.
	4	George S. Fishman, Principles of Discrete Event Simulation, John Wiley & Sons, Inc., New York, NY, 1978
	5	Hanna.n, E.J. Multiple Time Series. John Wiley and Sons, New York, 1970, Secs. 1.3 and IV.4
	6	International Mathematical and Statistical Libraries, Inc., Nov. 1975 Reference Manual, 7500 Bellaire Boulevard, Houston, TX.
	7	Kleijnen, P.C. Statistical Techniques in Simulation--Part I1. Marcel Dekker, New York, 1975, p. 458.
	8	Law, A. and Carson, J. A sequential procedure for determining the length of a steady-state simulation. Operations Res. 27, 5, (1979) 1023.
	9	Miller, R.G. Jr. Simultaneous Statistical Inference. McGraw-Hill, New York, 1966, p. 196.
	10	Sargent, R.G. Statistical analysis of simulation output data. Syracuse Univ. Dept. of Industrial Eng. 1977 Report, Sec. IV.
	11	Schruben, L. Designing correlation induction strategies for simulation experiments. In Current Issues in Computer Simulation. N. Adam and A. Dogramaci, Eds., Academic Press, New York, 1979, pp. 235-256.
	12	Schruben, L. A coverage function for interval estimators of simulation response. Management Sci. 26, (1980) 18-27.
	13	Schruben, L. A significance test for initialization bias in simulation output. Tech. Rep. No. 444, School of Operations Res. and Industrial Eng., Cornell University, Ithaca, NY, 1980.
	14	Whittle, P. On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectrial density matrix. Biometrika. 50, (1963) 129-134.
	15	Wijsman, R.A. Random orthogonal transformations and their use in some classical distribution problems in multivariate analysis Ann. Math. Stat. 28, (1957) 415-.-423.
	16	Wilson, J.R. and Pritzker, A.A.B., A survey of research on the simulation startup problem. Simulation. 31, 2, (1978) 55-58.

CITED BY 17

	Linda Weiser Friedman, Multivariate simulation output analysis: Past, present, and future, Proceedings of the 16th conference on Winter simulation, p.276-281, December 28-30, 1984, Dallas, TX
	Linda Weiser Friedman, On the use of MANOVA in the analysis of multiple-response simulation experiments, Proceedings of the 17th conference on Winter simulation, p.140-142, December 11-13, 1985, San Francisco, California, United States
	John M. Charnes, Analyzing multivariate output, Proceedings of the 27th conference on Winter simulation, p.201-208, December 03-06, 1995, Arlington, Virginia, United States
	Kimmo E. E. Raatikainen, A sequential procedure for simultaneous estimation of several means, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.3 n.2, p.108-133, April 1993
	John M. Charnes, Multivariate simulation output analysis, Proceedings of the 23rd conference on Winter simulation, p.187-193, December 08-11, 1991, Phoenix, Arizona, United States
	Christos Alexopoulos, Advanced simulation output analysis for a single system, Proceedings of the 25th conference on Winter simulation, p.89-96, December 12-15, 1993, Los Angeles, California, United States
	Wei-Ning Yang , Barry L. Nelson, Multivariate estimation and variance reduction in terminating and steady-state simulation, Proceedings of the 20th conference on Winter simulation, p.466-472, December 12-14, 1988, San Diego, California, United States
	Enver Yücesan , Luk N. Van Wassenhove , Klenthis Papanikas , Nico M. van Dijk, On-line error bounds for steady-state approximations: a potential solution to the initialization bias problem, Proceedings of the 33nd conference on Winter simulation, December 09-12, 2001, Arlington, Virginia
	Andrew F. Seila, Advanced output analysis for simulation, Proceedings of the 24th conference on Winter simulation, p.190-197, December 13-16, 1992, Arlington, Virginia, United States
	John M. Charnes, Statistical analysis of output processes, Proceedings of the 25th conference on Winter simulation, p.41-49, December 12-15, 1993, Los Angeles, California, United States
	Andrew F. Seila, Output analysis for simulation (tutorial session), Proceedings of the 22nd conference on Winter simulation, p.49-54, December 09-12, 1990, New Orleans, Louisiana, United States
	Christos Alexopoulos, Advanced methods for simulation output analysis, Proceedings of the 27th conference on Winter simulation, p.101-109, December 03-06, 1995, Arlington, Virginia, United States
	Andrew F. Seila, Output analysis for simulation, Proceedings of the 23rd conference on Winter simulation, p.28-36, December 08-11, 1991, Phoenix, Arizona, United States
	Andrew F. Seila, Multivariate estimation in simulation, Proceedings of the 15th conference on Winter Simulation, p.693-698, December 12-14, 1983, Arlington, Virginia, United States
	Lori S. Cook, Factor screening of multiple responses, Proceedings of the 24th conference on Winter simulation, p.174-180, December 13-16, 1992, Arlington, Virginia, United States
	Krzysztof Pawlikowski, Steady-state simulation of queueing processes: survey of problems and solutions, ACM Computing Surveys (CSUR), v.22 n.2, p.123-170, June 1990
	W. David Kelton, Simulation analysis, Proceedings of the 15th conference on Winter simulation, p.159-168, December 12-14, 1983, Arlington, Virginia, United States