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Randomization tests for initialization bias in simulation output

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  • Enver Yücesan

Abstract

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.

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  • Enver Yücesan, 1993. "Randomization tests for initialization bias in simulation output," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(5), pages 643-663, August.
    • Handle: RePEc:wly:navres:v:40:y:1993:i:5:p:643-663
    DOI: 10.1002/1520-6750(199308)40:53.0.CO;2-U
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    References listed on IDEAS

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