Control Variates for Multipopulation Simulation Experiments

Ardavan Nozari AT & T Bell Laboratories, 600 Mountain Avenue Murray Hill, New Jersey, 07974

Steven F. Arnold Department of Statistics, The Pennsylvania State University, University Park, Pennsylvania, 16802

C. Dennis Pegden Department of Industrial Engineering, The Pennsylvania State University, University Park, Pennsylvania, 16802

Abstract

In this paper the application of control variates for multipopulation simulation experiments is discussed. Procedures for statistical analysis, when these variates are observed, are presented, and results on the efficiency of employing control variates are established.

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Control Variates for Multipopulation Simulation Experiments

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Control Variates for Multipopulation Simulation Experiments

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