Journal article
Optimal Tests for Initialization Bias in Simulation Output
Operations research, Vol.31(6), pp.1167-1178
12/1983
DOI: 10.1287/opre.31.6.1167
Abstract
A family of tests is presented for detecting initialization bias in the mean of a simulation output series using a hypothesis testing framework. The null hypothesis is that the output mean does not change throughout the simulation run. The alternative hypothesis specifies a general transient mean function. The tests are asymptotically optimal based on cumulative sums of deviations about the same mean. A particular test in this family is applied to a variety of simulation models. The test requires very modest computation and appears to be both robust and powerful.
Details
- Title: Subtitle
- Optimal Tests for Initialization Bias in Simulation Output
- Creators
- L. Schruben - Cornell UniversityH. Singh - Cornell UniversityL. Tierney - Carnegie Mellon University
- Resource Type
- Journal article
- Publication Details
- Operations research, Vol.31(6), pp.1167-1178
- DOI
- 10.1287/opre.31.6.1167
- ISSN
- 0030-364X
- eISSN
- 1526-5463
- Language
- English
- Date published
- 12/1983
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257611002771
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