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AN ALTERNATIVE VARIANCE‐REDUCTION STRATEGY FOR RSM SIMULATION STUDIES
Author(s) -
Safizadeh M. Hossein,
Thornton Billy M.
Publication year - 1982
Publication title -
decision sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.238
H-Index - 108
eISSN - 1540-5915
pISSN - 0011-7315
DOI - 10.1111/j.1540-5915.1982.tb00151.x
Subject(s) - pseudorandom number generator , variance reduction , reduction (mathematics) , response surface methodology , variance (accounting) , computer science , mathematical optimization , algorithm , mathematics , machine learning , geometry , accounting , business
In the previous paper, Cooley and Houck [1] examined the simultaneous use of common and antithetic random number streams as a variance‐reduction strategy for simulation studies employing response surface methodology (RSM). Our paper supplements their work and further explores pseudorandom number assignments in response surface designs. Specifically, an alternative strategy for assigning pseudorandom numbers is proposed; this strategy is more efficient than that given by Cooley and Houck, especially when more than two factors are involved.