Restricted Subset Selection Procedures for Simulation

David W. Sullivan and James R. Wilson
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David W. Sullivan: Lockheed Missiles & Space Co., and The University of Texas, Austin, Texas
James R. Wilson: Purdue University, West Lafayette, Indiana

Operations Research, 1989, vol. 37, issue 1, 52-71

Abstract: This paper develops two procedures for screening a set of normal populations with unknown moments in order that the final subset of selected populations satisfies the following requirements involving the user specified parameters P *, δ, and m : With probability at least P *, the selected subset will contain a population whose mean lies less than the distance δ from the largest mean. Although the size of the selected subset is random, at most m populations will finally be chosen, where m is usually taken small enough to reserve adequate resources for a more intensive follow-up study. The exact procedure V E is a two-stage random sampling scheme that is designed to compare transient or steady-state simulation models based on independent replications of each model. The heuristic procedure V S is a modification of V E that is designed to compare steady-state simulation models based on a single prolonged run of each model. A complete justification is given for V E together with tables of the constants required by both procedures and an algorithm for computing these constants. Experimental results are summarized to gauge the robustness of V E against departures from normality and to evaluate the performance of V S on several types of stationary stochastic processes.

Keywords: simulation; design of experiments: ranking and selection procedures for simulation; statistics; sampling: restricted subset selection procedures (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (9)

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