Bootstrap ranking & selection revisited

Soonhui Lee, Barry L Nelson

Research output: Chapter in Book/Report/Conference proceedingConference contribution

10 Scopus citations


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.

Original languageEnglish (US)
Title of host publicationProceedings of the 2014 Winter Simulation Conference, WSC 2014
EditorsAndreas Tolk, Saikou Y. Diallo, Ilya O. Ryzhov, Levent Yilmaz
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages12
ISBN (Electronic)9781479974863
StatePublished - Jan 23 2015
Event2014 Winter Simulation Conference, WSC 2014 - Savannah, United States
Duration: Dec 7 2014Dec 10 2014

Publication series

NameProceedings - Winter Simulation Conference
ISSN (Print)0891-7736


Other2014 Winter Simulation Conference, WSC 2014
Country/TerritoryUnited States

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications


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