Detecting Initialization Bias in Simulation Output
Operations Research · 1982 · Volume 30 · Issue 3
Abstract
A general approach to testing for initialization bias in the mean of a simulation output series is presented. The output is transformed into a standardized test sequence that can be contrasted with a known limiting stochastic process. This transformation requires very little computation and the asymptotic theory is applicable to a wide variety of simulations. An initialization bias test is developed and several examples of its application are presented.
Keywords
563 application of diffusion processes, 767 simulation initialization bias tests
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