{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,1,2]],"date-time":"2023-01-02T19:10:37Z","timestamp":1672686637409},"reference-count":28,"publisher":"Association for Computing Machinery (ACM)","issue":"1","content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":["ACM Trans. Model. Comput. Simul."],"published-print":{"date-parts":[[1999,1]]},"abstract":"\n Procedures for multiple comparisons with the best are investigated in the context of steady-state simulation, whereby a number\n k<\/jats:italic>\n of different systems (stochastic processes) are compared based upon their (asymptotic) means \u03bc\n \n i<\/jats:italic>\n <\/jats:sub>\n (\n i<\/jats:italic>\n = 1,2,\u2026,\n k<\/jats:italic>\n ). The variances of these (asymptotically stationary) processes are assumed to be unknown and possibly unequal. We consider the problem of constructing simultaneous confidence intervals for \u03bc\n i<\/jats:sub>\n -max\n j\u2260i<\/jats:sub>\n \u03bc\n j<\/jats:sub>\n ( i=1,2,\u2026,k) which is known as multiple comparisons with the best (MCB). Our intervals are constrained to contain 0, and so are called constrained MCB intervals. In particular, two-stage procedures for construction of absolute- and relative-width confidence intervals are presented. Their validity is addressed by showing that the confidence intervals cover the parameters with probability of at least some user-specified threshold value, as the confidence intervals' width parameter shrinks to 0. The general assumption about the processes is that they satisfy a functional central limit theorem. The simulation output analysis procedures are based on the method of standardized time series (the batch means method is a special case). The techniques developed here extend to other multiple-comparison procedures such as unconstrained MCB, multiple comparisons with a control, and all-pairwise comparisons. Although simulation is the context in this paper, the results naturally apply to (asymptotically) stationary time series.\n <\/jats:p>","DOI":"10.1145\/301677.301679","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T11:28:46Z","timestamp":1027769326000},"page":"1-30","update-policy":"http:\/\/dx.doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":29,"title":["Two-stage multiple-comparison procedures for steady-state simulations"],"prefix":"10.1145","volume":"9","author":[{"given":"Halim","family":"Damerdji","sequence":"first","affiliation":[{"name":"North Carolina State Univ., Raleigh"}]},{"given":"Marvin K.","family":"Nakayama","sequence":"additional","affiliation":[{"name":"New Jersey Institute of Technology, Newark, NJ"}]}],"member":"320","published-online":{"date-parts":[[1999,1]]},"reference":[{"key":"e_1_2_1_1_1","volume-title":"Statistical Analysis of Time Series","author":"ANDERSON T.","unstructured":"ANDERSON , T. 1971. 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