Abstract

A ranking and selection (R&S) procedure allowing comparisons between systems to be made based on any distributional property of interest would be useful. This paper presents initial work toward the development of such a procedure. Previously published work gives a method for using bootstrapping to develop fixed-width confidence intervals with a specified coverage probability around a property of interest. Empirical evidence is provided in support of the use of this approach for building fixed-width confidence intervals around both means and quantiles. Additionally, the use of fixed-width confidence intervals for bootstrapped R&S is demonstrated. For two systems, R&S is performed by building a confidence interval around the difference between two systems. Simultaneous fixed-width confidence intervals are used for R&S on more than 2 systems, and the approach is demonstrated for three systems. The technique is shown to be effective for R&S based on both quantiles and means.

Original languageEnglish (US)
Title of host publicationProceedings of the 2010 Winter Simulation Conference, WSC'10
Pages1024-1033
Number of pages10
DOIs
StatePublished - Dec 1 2010
Event2010 43rd Winter Simulation Conference, WSC'10 - Baltimore, MD, United States
Duration: Dec 5 2010Dec 8 2010

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736

Other

Other2010 43rd Winter Simulation Conference, WSC'10
CountryUnited States
CityBaltimore, MD
Period12/5/1012/8/10

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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    Bekki, J., Nelson, B. L., & Fowler, J. (2010). Bootstrapping-based fixed-width confidence intervals for ranking and selection. In Proceedings of the 2010 Winter Simulation Conference, WSC'10 (pp. 1024-1033). [5679087] (Proceedings - Winter Simulation Conference). https://doi.org/10.1109/WSC.2010.5679087