Simultaneous Ranking, Selection and Multiple Comparisons for Simulation
Frank J. Matejcik, Barry L. Nelson · 2005
We present three experiment design and analysis procedures that simultaneously provide indifference-zone selection and multiple-comparison inference for choosing the best among k systems. One procedure is appropriate when the systems are simulated independently; the other two are appropriate in conjunction with common random numbers. All are easy to apply. We illustrate all three procedures with a numerical example.