## Abstract

Suppose that we have k different stochastic systems, where μ_{i} denotes the steady-state mean of system i. We assume that the system labeled k is a control and want to compare the performance of the other systems, labeled 1,2,...,k-1, relative to the control. This problem is known in the statistical literature as multiple comparisons with a control (MCC). Independent steady-state simulations will be performed to compare the systems to the control. Two-stage procedures, based on the method of batch means, are presented to construct simultaneous lower onesided confidence intervals for μ_{i} - μ_{k} (i = 1, 2, ..., k), each having prespecified (absolute or relative) halfwidth δ. Under the assumption that the stochastic processes representing the evolution of the systems satisfy a functional central limit theorem, it can be shown that asymptotically (as δ → 0 with the size of the batches proportional to 1/δ^{2}), the joint probability that the confidence intervals simultaneously contain the μ_{i} - μ_{k} (i =/ 1, 2, ..., k-1) is at least 1 - α, where α is prespecified by the user.

Original language | English (US) |
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Pages (from-to) | 372-375 |

Number of pages | 4 |

Journal | Winter Simulation Conference Proceedings |

State | Published - Dec 1 1996 |

Externally published | Yes |

Event | Proceedings of the 1996 Winter Simulation Conference, WSC'96 - Coronado, CA, USA Duration: Dec 8 1996 → Dec 11 1996 |

## All Science Journal Classification (ASJC) codes

- Software
- Modeling and Simulation
- Safety, Risk, Reliability and Quality
- Chemical Health and Safety
- Applied Mathematics