Variance reduction in the presence of initial-condition bias

Barry L. Nelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

10 Scopus citations


We consider the application of antithetic variates and control variates variance reduction techniques (VRTs) in the context of steady-state simulation experiments when initial-condition bias is present. We show that, by appropriately modifying the experiment design, incorporating a VRT can improve both point and interval-estimator performance. Guidelines for notifying the experiment design are given.

Original languageEnglish (US)
Pages (from-to)340-350
Number of pages11
JournalIIE Transactions (Institute of Industrial Engineers)
Issue number4
StatePublished - Dec 1990

ASJC Scopus subject areas

  • Industrial and Manufacturing Engineering


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