article

Optimal Tests for Initialization Bias in Simulation Output

Authors:

L. Schruben,

H. Singh,

L. TierneyAuthors Info & Claims

Operations Research, Volume 31, Issue 6

Pages 1167 - 1178

https://doi.org/10.1287/opre.31.6.1167

Published: 01 December 1983 Publication History

Abstract

We present a family of tests for detecting initialization bias in the mean of a simulation output series using a hypothesis testing framework. The null hypothesis is that the output mean does not change throughout the simulation run. The alternative hypothesis specifies a general transient mean function. The tests are asymptotically optimal based on cumulative sums of deviations about the sample mean. A particular test in this family is applied to a variety of simulation models. The test requires very modest computation and appears to be both robust and powerful.

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Published In

Operations Research Volume 31, Issue 6

December 1983

217 pages

ISSN:0030-364X

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INFORMS

Linthicum, MD, United States

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Published: 01 December 1983

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https://dl.acm.org/doi/10.1155/2021/5820435
Alexopoulos CKelton W(2017)A concise history of simulation output analysisProceedings of the 2017 Winter Simulation Conference10.5555/3242181.3242191(1-16)Online publication date: 3-Dec-2017
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Glynn Plim E(2011)Brownian bridge hypothesis testing for the initial transient problemProceedings of the Winter Simulation Conference10.5555/2431518.2431573(481-487)Online publication date: 11-Dec-2011
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Meterelliyoz MAlexopoulos CGoldsman DYücesan E(2010)Reflected variance estimators for simulationProceedings of the Winter Simulation Conference10.5555/2433508.2433664(1275-1282)Online publication date: 5-Dec-2010
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Pasupathy RSchmeiser BYücesan E(2010)The initial transient in steady-state point estimationProceedings of the Winter Simulation Conference10.5555/2433508.2433529(184-197)Online publication date: 5-Dec-2010
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Hsieh MGlynn PDunkin AIngalls R(2009)New estimators for parallel steady-state simulationsWinter Simulation Conference10.5555/1995456.1995531(469-474)Online publication date: 13-Dec-2009
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Franklin WWhite KJefferson TFowler JIngalls R(2008)Stationarity tests and MSER-5Proceedings of the 40th Conference on Winter Simulation10.5555/1516744.1516847(541-546)Online publication date: 7-Dec-2008
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Eickhoff MMcNickle DPawlikowski KGlynn P(2007)Detecting the duration of initial transient in steady state simulation of arbitrary performance measuresProceedings of the 2nd international conference on Performance evaluation methodologies and tools10.5555/1345263.1345317(1-7)Online publication date: 22-Oct-2007
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Bootstrap confidence bands and goodness-of-fit tests in simulation input/output modelling

Detecting Initialization Bias in Simulation Output

Wald-type rank tests: A GEE approach

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