IDEAS home Printed from https://ideas.repec.org/a/wly/navres/v40y1993i5p643-663.html
   My bibliography  Save this article

Randomization tests for initialization bias in simulation output

Author

Listed:
  • Enver Yücesan

Abstract

A new approach for detecting initialization bias in the mean of a simulation output series is presented. The problem is cast in a hypothesis‐testing framework using randomization (permutation) tests. The approach is extremely flexible in that it enables the use of a wide variety of test statistics. Moreover, no assumptions are needed concerning the distribution of the sample of observations. The test is computationally intensive; however, the required computing power does not exceed the capabilities of a personal computer. © 1993 John Wiley & Sons, Inc.

Suggested Citation

  • Enver Yücesan, 1993. "Randomization tests for initialization bias in simulation output," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(5), pages 643-663, August.
    • Handle: RePEc:wly:navres:v:40:y:1993:i:5:p:643-663
    DOI: 10.1002/1520-6750(199308)40:53.0.CO;2-U
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/1520-6750(199308)40:53.0.CO;2-U
    Download Restriction: no
    File URL: https://libkey.io/10.1002/1520-6750(199308)40:53.0.CO;2-U?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. A. V. Gafarian & C. J. Ancker & T. Morisaku, 1978. "Evaluation of commonly used rules for detecting “steady state” in computer simulation," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 25(3), pages 511-529, September.
    2. Lee W. Schruben, 1982. "Detecting Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 569-590, June.
    3. Philip Heidelberger & Peter D. Welch, 1983. "Simulation Run Length Control in the Presence of an Initial Transient," Operations Research, INFORMS, vol. 31(6), pages 1109-1144, December.
    4. Adlakha, Veena G. & Fishman, George S., 1982. "Starting and stopping rules for simulations using a priori information," European Journal of Operational Research, Elsevier, vol. 10(4), pages 379-394, August.
    5. Averill M. Law & John S. Carson, 1979. "A Sequential Procedure for Determining the Length of a Steady-State Simulation," Operations Research, INFORMS, vol. 27(5), pages 1011-1025, October.
    6. L. Schruben & H. Singh & L. Tierney, 1983. "Optimal Tests for Initialization Bias in Simulation Output," Operations Research, INFORMS, vol. 31(6), pages 1167-1178, December.
    7. R. W. Conway, 1963. "Some Tactical Problems in Digital Simulation," Management Science, INFORMS, vol. 10(1), pages 47-61, October.
    8. W. David Kelton & Averill M. Law, 1983. "A new approach for dealing with the startup problem in discrete event simulation," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(4), pages 641-658, December.
    9. Bhattacharya, P.K., 1987. "Maximum likelihood estimation of a change-point in the distribution of independent random variables: General multiparameter case," Journal of Multivariate Analysis, Elsevier, vol. 23(2), pages 183-208, December.
    10. George S. Fishman, 1972. "Bias Considerations in Simulation Experiments," Operations Research, INFORMS, vol. 20(4), pages 785-790, August.
    11. Spino, Cathie & Pagano, Marcello, 1991. "Efficient calculation of the permutation distribution of robust two-sample statistics," Computational Statistics & Data Analysis, Elsevier, vol. 12(3), pages 349-365, November.
    12. Bruce Schmeiser, 1982. "Batch Size Effects in the Analysis of Simulation Output," Operations Research, INFORMS, vol. 30(3), pages 556-568, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Vijay Mehrotra & Kevin Ross & Geoff Ryder & Yong-Pin Zhou, 2012. "Routing to Manage Resolution and Waiting Time in Call Centers with Heterogeneous Servers," Manufacturing & Service Operations Management, INFORMS, vol. 14(1), pages 66-81, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Song, Wheyming Tina & Chih, Mingchang, 2013. "Run length not required: Optimal-mse dynamic batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 229(1), pages 114-123.
    2. K Hoad & S Robinson & R Davies, 2010. "Automating warm-up length estimation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(9), pages 1389-1403, September.
    3. Morgan, Lucy E. & Barton, Russell R., 2022. "Fourier trajectory analysis for system discrimination," European Journal of Operational Research, Elsevier, vol. 296(1), pages 203-217.
    4. Song, Wheyming T. & Chih, Mingchang, 2010. "Extended dynamic partial-overlapping batch means estimators for steady-state simulations," European Journal of Operational Research, Elsevier, vol. 203(3), pages 640-651, June.
    5. Robinson, Stewart, 2007. "A statistical process control approach to selecting a warm-up period for a discrete-event simulation," European Journal of Operational Research, Elsevier, vol. 176(1), pages 332-346, January.
    6. Lada, Emily K. & Wilson, James R., 2006. "A wavelet-based spectral procedure for steady-state simulation analysis," European Journal of Operational Research, Elsevier, vol. 174(3), pages 1769-1801, November.
    7. Mingchang Chih, 2019. "An Insight into the Data Structure of the Dynamic Batch Means Algorithm with Binary Tree Code," Mathematics, MDPI, vol. 7(9), pages 1-8, August.
    8. Ockerman, Daniel H. & Goldsman, David, 1999. "Student t-tests and compound tests to detect transients in simulated time series," European Journal of Operational Research, Elsevier, vol. 116(3), pages 681-691, August.
    9. Sandikci, Burhaneddin & Sabuncuoglu, Ihsan, 2006. "Analysis of the behavior of the transient period in non-terminating simulations," European Journal of Operational Research, Elsevier, vol. 173(1), pages 252-267, August.
    10. Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    11. Halkos, George & Kevork, Ilias, 2002. "Confidence intervals in stationary autocorrelated time series," MPRA Paper 31840, University Library of Munich, Germany.
    12. Christos Alexopoulos & David Goldsman & Anup C. Mokashi & Kai-Wen Tien & James R. Wilson, 2019. "Sequest: A Sequential Procedure for Estimating Quantiles in Steady-State Simulations," Operations Research, INFORMS, vol. 67(4), pages 1162-1183, July.
    13. repec:jss:jstsof:21:i11 is not listed on IDEAS
    14. Crawford, J. W. & Gallwey, T. J., 2000. "Bias and variance reduction in computer simulation studies," European Journal of Operational Research, Elsevier, vol. 124(3), pages 571-590, August.
    15. Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
    16. Munoz, F.D. & Hobbs, B.F. & Watson, J.-P., 2016. "New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints," European Journal of Operational Research, Elsevier, vol. 248(3), pages 888-898.
    17. Halkos, George & Kevork, Ilias, 2006. "Estimating population means in covariance stationary process," MPRA Paper 31843, University Library of Munich, Germany.
    18. Jacobson, Sheldon H., 1997. "The effect of initial transient on the steady-state simulation harmonic analysis gradient estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(2), pages 209-221.
    19. Song, Wheyming Tina, 2019. "The Song rule outperforms optimal-batch-size variance estimators in simulation output analysis," European Journal of Operational Research, Elsevier, vol. 275(3), pages 1072-1082.
    20. David F. Muñoz & Peter W. Glynn, 2001. "Multivariate Standardized Time Series for Steady-State Simulation Output Analysis," Operations Research, INFORMS, vol. 49(3), pages 413-422, June.
    21. Kannan, V. R. & Ghosh, S., 1995. "Using dynamic cellular manufacturing to simplify scheduling in cell based production systems," Omega, Elsevier, vol. 23(4), pages 443-452, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:navres:v:40:y:1993:i:5:p:643-663. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://doi.org/10.1002/(ISSN)1520-6750 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.