RSM模拟研究中一种替代性的方差缩减策略

AN ALTERNATIVE VARIANCE‐REDUCTION STRATEGY FOR RSM SIMULATION STUDIES

DECISION SCIENCES · 1982
被引 9
人大 AABS 3

中文导读

提出一种更高效的伪随机数分配策略,用于响应面方法模拟中的方差缩减,尤其适用于多因素场景。

Abstract

ABSTRACT In the previous paper, Cooley and Houck [1] examined the simultaneous use of common and antithetic random number streams as a variance‐reduction strategy for simulation studies employing response surface methodology (RSM). Our paper supplements their work and further explores pseudorandom number assignments in response surface designs. Specifically, an alternative strategy for assigning pseudorandom numbers is proposed; this strategy is more efficient than that given by Cooley and Houck, especially when more than two factors are involved.

响应面方法模拟研究方差缩减伪随机数生成