| Article ID: | iaor19921188 |
| Country: | Netherlands |
| Volume: | 48 |
| Issue: | 2 |
| Start Page Number: | 252 |
| End Page Number: | 259 |
| Publication Date: | Sep 1990 |
| Journal: | European Journal of Operational Research |
| Authors: | Sloan Brian J., Unwin Antony R. |
| Keywords: | simulation: analysis |
It is shown how common random numbers can be used in computer simulations where the aim is to compare two systems on several parameters. Conditions are derived under which the use of common random numbers leads to a reduction in the size of the confidence region for the difference between the parameter vectors. Theoretical and experimental results suggest that this reduction is greatest when the covariance structure is the same for both systems.