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Randomization tests for initialization bias in simulation output
Author(s) -
Yücesan Enver
Publication year - 1993
Publication title -
naval research logistics (nrl)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.665
H-Index - 68
eISSN - 1520-6750
pISSN - 0894-069X
DOI - 10.1002/1520-6750(199308)40:5<643::aid-nav3220400508>3.0.co;2-u
Subject(s) - initialization , computer science , resampling , permutation (music) , statistical hypothesis testing , randomization , sample size determination , algorithm , statistics , mathematics , medicine , physics , randomized controlled trial , surgery , acoustics , programming language
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. © 1993 John Wiley & Sons, Inc.