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

Ardavan Nozari, Steven F. Arnold and C. Dennis Pegden
Additional contact information
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

Operations Research, 1987, vol. 35, issue 1, 127-139

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.

Keywords: 763 simulation; 764 variance reduction techniques (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.35.1.127 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:35:y:1987:i:1:p:127-139

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().