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dc.citation.conferencePlace US -
dc.citation.conferencePlace Savannah GA -
dc.citation.endPage 3868 -
dc.citation.startPage 3857 -
dc.citation.title 2014 Winter Simulation Conference, WSC 2014 -
dc.contributor.author Lee, Soon Hui -
dc.contributor.author Nelson, Barry L. -
dc.date.accessioned 2023-12-19T23:06:49Z -
dc.date.available 2023-12-19T23:06:49Z -
dc.date.created 2014-10-20 -
dc.date.issued 2014-12-07 -
dc.description.abstract Many ranking-and-selection (R&S) procedures have been invented for choosing the best simulated system; in this paper we consider indifference-zone procedures that attempt to provide a probability of correct selection (PCS) guarantee. To obtain the PCS guarantee, existing procedures nearly always exploit knowledge about the particular combination of system performance measure (e.g., mean, probability, quantile) and assumed output distribution (e.g., normal, exponential, Poisson). In this paper we take a step toward general-purpose R&S procedures that work for many types of performance measures and output distributions, including situations in which different simulated alternatives have entirely different output distributions. There are only two versions of our procedure: with and without the use of common random numbers, and they can be applied to performance measures that can be expressed as expected values or quantiles. To obtain the desired PCS we exploit intense computation via bootstrapping, and establish the asymptotic PCS under very mild conditions. We also report results of an empirical study to assess the procedures' small-sample properties. -
dc.identifier.bibliographicCitation 2014 Winter Simulation Conference, WSC 2014, pp.3857 - 3868 -
dc.identifier.doi 10.1109/WSC.2014.7020212 -
dc.identifier.issn 0891-7736 -
dc.identifier.scopusid 2-s2.0-84940482420 -
dc.identifier.uri https://scholarworks.unist.ac.kr/handle/201301/35566 -
dc.identifier.url https://ieeexplore.ieee.org/document/7020212 -
dc.language 영어 -
dc.publisher Institute of Electrical and Electronics Engineers Inc. -
dc.title Bootstrap ranking and selection revisited (SCOPUS Indexed) -
dc.type Conference Paper -
dc.date.conferenceDate 2014-12-07 -

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