Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Skip to main content
Springer Nature Link
Log in

Comparison with a Standard via All-Pairwise Comparisons

  • Published:
Discrete Event Dynamic Systems Aims and scope Submit manuscript

Abstract

We develop two sequential procedures to compare a finite number of designs with respect to a single standard. The goal is to identify a good design, and ensure that the standard is chosen when other alternatives are not better than the standard. We give preference to the standard since there are costs and time involved when replacing the standard. These procedures can be used when the expected performance of the standard is known or unknown, when variances across designs are unequal, and with the variance reduction technique of common random numbers. An experimental performance evaluation demonstrates the validity and efficiency of these sequential procedures.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Banks J, (1998). Handbook of Simulation. Wiley, New York.

    Google Scholar 

  • Bechhofer RE, Santner TJ, and Goldsman DM (1995). Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons. Wiley, New York.

    Google Scholar 

  • Chen EJ (2004). Using ordinal optimization approach to improve efficiency of selection procedures. Journal of Discrete Event Dynamic Systems 14(2): 153–170.

    Article  MATH  Google Scholar 

  • Chen EJ (2005). Using parallel and distributed computing to increase the capability of selection procedures. Proceedings of the 2005 Winter Simulation Conference. Institute of Electrical and Electronics Engineers, Piscataway, New Jersey, pp. 723–731.

  • Chen EJ, Kelton WD (2003). Inferences from indifference-zone selection procedures. Proceedings of the 2003 Winter Simulation Conference, Institute of Electrical and Electronic Engineers, Piscataway, New Jersey, pp. 456–464.

  • Chen EJ, Kelton WD (2005). Sequential selection procedures: Using sample means to improve efficiency. European Journal of Operational Research 166(1):133–153.

    Article  MATH  Google Scholar 

  • Chen CH, Lin J, Yücesan E, Chick SE (2000). Simulation budget allocation for further enhancing the efficiency of ordinal optimization. Journal of Discrete Event Dynamic Systems 10(3):251–270.

    Article  MATH  Google Scholar 

  • Chick SE, Inoue K (2001). New two-stage and sequential procedures for selecting the best system. Operations Research 49:732–743.

    Article  Google Scholar 

  • Edwards DG, Hsu JC (1983). Multiple comparisons with the best treatment. Journal of the American Statistical Association 78:965–971.

    Article  MATH  MathSciNet  Google Scholar 

  • Hastings C Jr (1955). Approximations for Digital Computers. Princeton University Press, Princeton, New Jersey.

    MATH  Google Scholar 

  • Ho YC, Sreenivas RS, Vakili P (1992). Ordinal optimization of DEDS. Journal of Discrete Event Dynamic Systems 2:61–68.

    Article  MATH  Google Scholar 

  • Kim S-H (2005). Comparison with a standard via fully sequential procedures. ACM Transactions on Modeling and Computer Simulation 15:155–174.

    Article  Google Scholar 

  • Kim S-H, Nelson BL (2001). A fully sequential procedure for indifference-zone selection in simulation. ACM Transactions on Modeling and Computer Simulation 11:251–273.

    Article  Google Scholar 

  • Law AM, Kelton WD (2000). Simulation Modeling and Analysis. 3rd edn. McGraw-Hill, New York

    MATH  Google Scholar 

  • Nakayama MK (1997). Multiple-comparison procedures for steady-state simulations. Annals of Statistics 25:2433–2450.

    Article  MATH  MathSciNet  Google Scholar 

  • Nelson BL, Goldsman D (2001). Comparisons with a standard in simulation experiments. Management Science 47:449–463.

    Article  Google Scholar 

  • Nelson BL, Matejcik FJ (1995). Using common random numbers for indifference-zone selection and multiple comparisons in simulation. Management Science 41:1935–1945.

    Article  MATH  Google Scholar 

  • Press WH, Flannery BP, Teukolsky SA, Vetterling WT (1992). Numerical Recipes in C: The Art of Scientific Computing. 2nd edn. Cambridge University Press, Cambridge, England.

    Google Scholar 

  • Rice JA (1995). Mathematical Statistics and Data Analysis. 2nd edn. Duxbury, Belmont, California.

    MATH  Google Scholar 

  • Rinott Y (1978). On two-stage selection procedures and related probability inequalities. Communications in Statistics A7:799–811.

    Article  MATH  MathSciNet  Google Scholar 

  • Swisher JR, Jacobson SH, and Yücesan E (2003). Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: A survey. ACM Transactions on Modeling and Computer Simulation 13(2):134–154.

    Article  Google Scholar 

  • Tong YL (1980). Probability Inequalities in Multivariate Distributions. Academic, New York.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. BASF Corporation, 333 Mount Hope Avenue, Rockaway, NJ, 07866-0909, USA

    E. Jack Chen

Authors
  1. E. Jack Chen
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to E. Jack Chen.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chen, E.J. Comparison with a Standard via All-Pairwise Comparisons. Discrete Event Dyn Syst 16, 385–403 (2006). https://doi.org/10.1007/s10626-006-9328-9

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10626-006-9328-9

Keywords

Search

Navigation