### 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 F. A. Graybill's 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 simulation model of a small inventory system. An empirical comparison with other methods of design and analysis is included.

Original language | English (US) |
---|---|

Pages (from-to) | 81-85 |

Number of pages | 5 |

Journal | Simulation |

Volume | 27 |

Issue number | 3 |

State | Published - Sep 1976 |

Externally published | Yes |

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### ASJC Scopus subject areas

- Computational Theory and Mathematics
- Computer Graphics and Computer-Aided Design
- Computer Science Applications
- Software
- Safety, Risk, Reliability and Quality

### Cite this

*Simulation*,

*27*(3), 81-85.

**Using common random numbers in simulation experiments : an approach to statistical analysis.** / Heikes, R. G.; Montgomery, Douglas; Rardin, R. L.

Research output: Contribution to journal › Article

*Simulation*, vol. 27, no. 3, pp. 81-85.

}

TY - JOUR

T1 - Using common random numbers in simulation experiments

T2 - an approach to statistical analysis

AU - Heikes, R. G.

AU - Montgomery, Douglas

AU - Rardin, R. L.

PY - 1976/9

Y1 - 1976/9

N2 - 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 F. A. Graybill's 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 simulation model of a small inventory system. An empirical comparison with other methods of design and analysis is included.

AB - 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 F. A. Graybill's 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 simulation model of a small inventory system. An empirical comparison with other methods of design and analysis is included.

UR - http://www.scopus.com/inward/record.url?scp=0016993835&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0016993835&partnerID=8YFLogxK

M3 - Article

VL - 27

SP - 81

EP - 85

JO - Simulation

JF - Simulation

SN - 0037-5497

IS - 3

ER -