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Randomization tests for initialization bias in simulation output

Author: Yücesan, Enver INSEAD Area: Technology and Operations ManagementIn: Naval Research Logistics, vol. 40, no. 5, 1993 Language: EnglishDescription: p. 643-663.Type of document: INSEAD ArticleNote: Please ask the Library for this articleAbstract: 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.
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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.

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