Randomization tests for initialization bias in simulation output

Enver Yücesan

Naval Research Logistics (NRL), 1993, vol. 40, issue 5, 643-663

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.

Date: 1993
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https://doi.org/10.1002/1520-6750(199308)40:53.0.CO;2-U

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Persistent link: https://EconPapers.repec.org/RePEc:wly:navres:v:40:y:1993:i:5:p:643-663

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