Fully Sequential Indifference-Zone Selection Procedures with Variance-Dependent Sampling
نویسنده
چکیده
Fully sequential indifference-zone selection procedures have been proposed in the simulation literature to select the system with the best mean performance from a group of simulated systems. However, the existing sequential indifference-zone procedures allocate an equal number of samples to the two systems in comparison even if their variances are drastically different. In this paper we propose new fully sequential indifference-zone procedures that allocate samples according to the variances. We show that the procedures work better than several existing sequential indifference-zone procedures when variances of the systems are different. © 2006 Wiley Periodicals, Inc. Naval Research Logistics 53: 464–476, 2006
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