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Details van artikel 9 van 180 gevonden artikelen
| Titel: |
A five-class variance swapping rule for simulation experiments: A correlated-blocks design |
| Auteur: |
Song, Wheyming Tina Chiu, Wenchi |
| Verschenen in: |
IIE transactions |
| Paginering: | Jaargang 39 (2007) nr. 7 pagina's 713-722 |
| Jaar: |
2007-07 |
| Inhoud: |
A simulation experiment is frequently performed to estimate a metamodel, which is a functional relationship between the mean response of the simulation model and a set of simulation inputs. Variance Swapping Rules (VSRs), which assign pseudo-random number streams in simulation experiments, are often used to increase the precision of the functional relationship. This paper proposes a five-class VSR, which classifies all variances of the effects estimators into five classes for linear metamodels of 2k factorial designs. The five-class VSR induces correlations among all blocks for which all design points have a special correlation structure. This five-class correlated-blocks VSR is a generalization of all existing VSRs, which are viewed as one, two, or three-class VSRs in terms of the variances of the effects estimators. The five-class rule provides a better VSR than the existing VSRs in that it allows one to make a finer distinction among all effects for which the variances are not allowed to be swapped in three-class VSRs. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 9 van 180 gevonden artikelen
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