Article ID: | iaor20081503 |
Country: | United States |
Volume: | 54 |
Issue: | 4 |
Start Page Number: | 743 |
End Page Number: | 755 |
Publication Date: | Jul 2006 |
Journal: | Operations Research |
Authors: | Nelson Barry L., Wan Hong, Ankenman Bruce E. |
Keywords: | statistics: experiment |
Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the ‘correctness’ of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.