Using common random numbers in simulation experiments — an approach to statistical analysis

Russell G. Heikes, Douglas C. Montgomery, Ronald L. Rardin

Research output: Contribution to journalArticle

18 Scopus citations

Abstract

A widely applied method of experimental design in stochastic simulation is to use the same pseudo random-number stream for each of the systems or alternatives to be compared. If there are only two alternatives, there is a well-known simple method of statistical analysis. This paper presents Graybill's 3 extension of that analysis technique to the case of several systems or alternatives and points out its applicability in the simulation environment. The technique is illustrated using a stochastic simula tion model of a small inventory system. An empirical comparison with other methods of design and analysis is included.

Original languageEnglish (US)
Pages (from-to)81-85
Number of pages5
JournalSIMULATION
Volume27
Issue number3
DOIs
StatePublished - Sep 1976
Externally publishedYes

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Graphics and Computer-Aided Design

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