DocumentCode
3747027
Title
Computational improvements in bootstrap ranking & selection procedures via multiple comparison with the best
Author
Soonhui Lee;Barry L. Nelson
Author_Institution
School of Business Administration, UNIST, Ulsan, REPUBLIC OF KOREA
fYear
2015
Firstpage
3758
Lastpage
3767
Abstract
General-purpose ranking and selection (R&S) procedures using bootstrapping were investigated by Lee and Nelson in WSC ´14; their work provides the seminal idea for this study. Here we present bootstrap R&S procedures that achieve significant computational savings by exploiting multiple comparison with the best inference. We establish the asymptotic probability of correct selection for the new procedures, and report some experiment results to illustrate small-sample performance, both in attained probability of correct selection and computational efficiency relative to the procedures in Lee and Nelson.
Keywords
"Niobium","Computational modeling","Distribution functions","Upper bound","Moon","Business","Size measurement"
Publisher
ieee
Conference_Titel
Winter Simulation Conference (WSC), 2015
Electronic_ISBN
1558-4305
Type
conf
DOI
10.1109/WSC.2015.7408533
Filename
7408533
Link To Document