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ANTITHETIC BIAS REDUCTION FOR DISCRETE-EVENT SIMULATIONS

1987-05-01
DELIGONUL, ZS
This study presents a technique for reducing the bias induced by arbitrary initial conditions in some discrete simulation studies. The technique relies on compensating the existing bias in a run by purposely introducing a deviation in the counter-direction during the subsequent run. Specifically, after obtaining a sample with initial condition X0, an antithetic companion run is generated starting from (2X̄ - X0). This introduces an adjustment equal and opposite to the indicated deviation, as measured by the distance between the current sample mean X̄ and the initial condition X0. Then the overall mean has a significantly lower bias. Application of the technique to first-order autoregressive process and to a machine-repair system revealed that it is capable of reducing, and in most cases practically removing, the transient effects within moderate sample sizes.