Efficient multinomial selection in simulation

Naval Research Logistics

Volumn 45, Issue 5, 1998, Pages 459-482

  Miller, J O ^a   Nelson, Barry L ^b   Reilly, Charles H ^c  

^a AIR FORCE INSTITUTE OF TECHNOLOGY   (United States)

^b Northwestern University   (United States)

^c UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Multinomial; Ranking and selection; Simulation

Indexed keywords

EFFICIENCY; OPTIMIZATION; SET THEORY; SYSTEMS ANALYSIS; VECTORS;

RANKING;

SIMULATION;

EID: 0032140106     PISSN: 0894069X     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1520-6750(199808)45:5<459::AID-NAV2>3.0.CO;2-2     Document Type: Article

References (11)

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2. Bechhofer, R.E., Santner, T., and Goldsman, D., Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons, Wiley, New York, 29, 1995.
3. Bechhofer, R.E., and Sobel, M., "Non-Parametric Multiple-Decision Procedures for Selecting That One of k Populations Which Has the Highest Probability of Yielding the Largest Observation," preliminary report, Abstract, Annals of Mathematical Statistics, March, 325 (1958).
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5. Goldsman, D., "A Multinomial Ranking and Selection Procedure: Simulation and Applications," in S. Shepard, U.W. Pooch, and C.D. Pegden, Eds., Proceedings of the 1984 Winter Simulation Conference, The Institute of Electrical and Electronics Engineers, Piscataway, NJ, 1984, pp. 259-264.
6. Goldsman, D., personal communication, 1995.
7. Kesten, H., and Morse, N., "A Property of the Multinomial Distribution," Annals of Mathematical Statistics, March, 30, 120-127 (1959).
8. Lehmann, E.L., "Robust Estimation in Analysis of Variance," Annals of Mathematical Statistics, September. 34, 957-966 (1963).
9. Lehmann, E.L., Testing Statistical Hypotheses, 2nd ed., Wiley, New York, 1986.
10. Miller, J.O., "Efficient Multinomial Selection in Simulation," Ph.D. thesis, Department of Industrial, Welding, and Systems Engineering, The Ohio State University, 1997 (unpublished).
11. Randles, H.R., and Wolfe, D.A., Introduction to the Theory of Nonparametric Statistics, Wiley, New York, 1979.