Detecting Initialization Bias in Simulation Output
Operations Research
1982
A general approach to testing for initialization bias in the mean of a simulation output series is presented. The output is transformed into a standardized test sequence that can be contrasted with a known limiting stochastic process. This transformation requires very little computation and the asymptotic theory is applicable to a wide variety of simulations. An initialization bias test is developed and several examples of its application are presented.
- DOI
- 10.1287/opre.30.3.569
- Volume
- 30 (3)
- Pages
- 569-590
- Language
- en
- Export
- BibTeX
- Sources
- crossref