Abstract
Controlled sequential bifurcation (CSB) is a factor-screening method for discrete-event simulations. It combines a multistage hypothesis testing procedure with the original sequential bifurcation procedure to control both the power for detecting important effects at each bifurcation step and the Type I error for each unimportant factor under heterogeneous variance conditions when a main-effects model applies. This paper improves the CSB procedure in two aspects. First, a new fully sequential hypothesis-testing procedure is introduced that greatly improves the efficiency of CSB. Moreover, this paper proposes CSB-X, a more general CSB procedure that has the same error control for screening main effects that CSB does, even when two-factor interactions are present. The performance of the new method is proven and compared with the original CSB procedure.
Original language | English (US) |
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Pages (from-to) | 482-492 |
Number of pages | 11 |
Journal | INFORMS Journal on Computing |
Volume | 22 |
Issue number | 3 |
DOIs | |
State | Published - Jun 2010 |
Keywords
- Simulation: Analysis
- Statistics: Experiment
ASJC Scopus subject areas
- Software
- Information Systems
- Computer Science Applications
- Management Science and Operations Research