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AN ALTERNATIVE VARIANCE-REDUCTION STRATEGY FOR RSM SIMULATION STUDIES.

Authors :
Safizadeh, M. Hossein
Thornton, Billy M.
Source :
Decision Sciences; Apr82, Vol. 13 Issue 2, p322-330, 9p, 5 Charts
Publication Year :
1982

Abstract

In the previous paper, Cooley and Houck 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00117315
Volume :
13
Issue :
2
Database :
Complementary Index
Journal :
Decision Sciences
Publication Type :
Academic Journal
Accession number :
5009615
Full Text :
https://doi.org/10.1111/j.1540-5915.1982.tb00151.x