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Single-stage multiple-comparison procedure for quantiles and other parameters

Published: 09 December 2007 Publication History

Abstract

We present a single-stage multiple-comparison procedure for comparing parameters of independent systems, where the parameters are not necessarily means or steady-state means. We assume that for each system, the parameter has an estimation process that satisfies a central limit theorem (CLT) and that we have a consistent variance-estimation process for the variance parameter appearing in the CLT. The procedure allows for unequal run lengths or sample sizes across systems, and also allows for unequal and unknown variance parameters across systems. The procedure is asymptotically valid as the run lengths or sample sizes of all system grow large. One setting the framework encompasses is comparing quantiles of independent populations. It also covers comparing means or other moments of independent populations, functions of means, and steady-state means of stochastic processes.

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cover image ACM Conferences
WSC '07: Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
December 2007
2659 pages
ISBN:1424413060

Sponsors

  • IIE: Institute of Industrial Engineers
  • INFORMS-SIM: Institute for Operations Research and the Management Sciences: Simulation Society
  • ASA: American Statistical Association
  • IEEE/SMC: Institute of Electrical and Electronics Engineers: Systems, Man, and Cybernetics Society
  • SIGSIM: ACM Special Interest Group on Simulation and Modeling
  • NIST: National Institute of Standards and Technology
  • (SCS): The Society for Modeling and Simulation International

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IEEE Press

Publication History

Published: 09 December 2007

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WSC07
Sponsor:
  • IIE
  • INFORMS-SIM
  • ASA
  • IEEE/SMC
  • SIGSIM
  • NIST
  • (SCS)
WSC07: Winter Simulation Conference
December 9 - 12, 2007
Washington D.C.

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WSC '07 Paper Acceptance Rate 152 of 244 submissions, 62%;
Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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