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ANTITHETIC BIAS REDUCTION FOR DISCRETE-EVENT SIMULATIONS
Date
1987-05-01
Author
DELIGONUL, ZS
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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.
Subject Keywords
Marketing
,
Management Science and Operations Research
,
Strategy and Management
,
Management Information Systems
URI
https://hdl.handle.net/11511/63841
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
DOI
https://doi.org/10.1057/jors.1987.71
Collections
Department of Political Science and Public Administration, Article