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Randomisation tests for simulation

Author: Yücesan, Enver INSEAD Area: Technology and Operations ManagementIn: Proceedings of the 1991 European simulation multiconference by E. Mosekilde; Society for Computer Simulation International, 1991 Language: EnglishType of document: INSEAD ChapterNote: Please note that no copies are availableAbstract: The objective of this paper is to revisit an old idea whose application has recently become feasible with the availability of fast computation, and to point out potential applications in simulation analysis. Randomisation test are nonparametric tests involving the construction of a test statistic, which, under a given null hypothesis, assumes different values with equal probabilities. The applications discussed in this paper include a test for detecting initialisation bias and a test of randomness for random number generator
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The objective of this paper is to revisit an old idea whose application has recently become feasible with the availability of fast computation, and to point out potential applications in simulation analysis. Randomisation test are nonparametric tests involving the construction of a test statistic, which, under a given null hypothesis, assumes different values with equal probabilities. The applications discussed in this paper include a test for detecting initialisation bias and a test of randomness for random number generator

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