| Article ID: | iaor19942012 |
| Country: | United States |
| Volume: | 41 |
| Issue: | 2 |
| Start Page Number: | 171 |
| End Page Number: | 187 |
| Publication Date: | Mar 1994 |
| Journal: | Naval Research Logistics |
| Authors: | Schruben Lee W., Goldsman David, Swain James J. |
The authors present a family of tests to detect the presence of a transient mean in a simulation process. These tests compare variance estimators from different parts of a simulation run, and are based on the methods of batch means and standardized time series. The present tests can be viewed as natural generalizations of some previously published work. The authors also include a power analysis of the new tests, as well as some illustrative examples.