Statistical screening, selection, and multiple comparison procedures in computer simulation

We present a state-of-the-art review of screening, selection, and multiple-comparison procedures that are used to compare system designs via computer simulation. We describe methods for three broad classes of problems: screening a large number of system designs, selecting the best system, and comparing all systems to a standard (either known or unknown). We concentrate primarily on recent methods that we would be likely to use in practice. Where possible, we unify the screening, selection, and multiple-comparison perspectives.