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Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy

Author

Listed:
  • Ardavan Nozari

    (Salomon Brothers, Inc., New York, New York)

  • Steven F. Arnold

    (Pennsylvania State University, University Park, Pennsylvania)

  • C. Dennis Pegden

    (Pennsylvania State University, University Park, Pennsylvania)

Abstract

In 1978, L. W. Schruben and B. H. Margolin recommended a correlation induction strategy for a special class of multipopulation simulation experiments. In this paper we present methods for conducting statistical analysis when using their strategy. We give formulas for parameter estimation, hypothesis testing and confidence interval estimation. An example demonstrates the mechanics of the formulas.

Suggested Citation

  • Ardavan Nozari & Steven F. Arnold & C. Dennis Pegden, 1987. "Statistical Analysis for Use with the Schruben and Margolin Correlation Induction Strategy," Operations Research, INFORMS, vol. 35(1), pages 127-139, February.
    • Handle: RePEc:inm:oropre:v:35:y:1987:i:1:p:127-139
    DOI: 10.1287/opre.35.1.127
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    Citations

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    Cited by:

    1. Nakayama, Marvin K., 2007. "Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 182(3), pages 1330-1349, November.
    2. M. Hossein Safizadeh, 1990. "Optimization in simulation: Current issues and the future outlook," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(6), pages 807-825, December.
    3. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    4. T. Glenn Bailey & Paul A. Jensen & David P. Morton, 1999. "Response surface analysis of two‐stage stochastic linear programming with recourse," Naval Research Logistics (NRL), John Wiley & Sons, vol. 46(7), pages 753-776, October.
    5. Joshi, Shirish & Tew, Jeffrey D., 1995. "Validation and statistical analysis procedures under the common random number correlation-induction strategy for multipopulation simulation experiments," European Journal of Operational Research, Elsevier, vol. 85(1), pages 205-220, August.
    6. Safizadeh, M. Hossein, 2002. "Minimizing the bias and variance of the gradient estimate in RSM simulation studies," European Journal of Operational Research, Elsevier, vol. 136(1), pages 121-135, January.

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