Type of Document Master's Thesis Author Crenshaw, Marnita Deirae URN etd-07242012-040118 Title Statistical analysis under the Schruben-Margolin correlation induction strategy in the absence of pure error Degree Master of Science Department Industrial Engineering and Operations Research Advisory Committee
Advisor Name Title Tew, Jeffrey D. Committee Chair Greene, Timothy J. Committee Member Schmidt, Joseph W. Committee Member Keywords
- Computer simulation
Date of Defense 1989-08-05 Availability restricted AbstractTo facilitate the design of efficient simulation experiments, Schruben and Margolin
(1978) recommend a correlation induction strategy for orthogonally blockable experimental
designs. The objective of such experiments is to estimate a general linear regression
model on the basis of a quantitative response variable generated by the
simulation model. Nozari, Arnold, and Pegden (1987) develop optimal statistical procedures
for analyzing simulation experiments performed under the Schruben-Margolin
correlation induction strategy. Formulas are given for parameter estimation, hypothesis
testing, and confidence interval estimation. The validity of this statistical analysis procedure
is contingent upon the presence of a pure error component in the response. The
goal of this thesis is to provide an appropriate statistical analysis technique for simulation
experiments conducted under the Schruben-Margolin correlation induction strategy
in the absence of pure error, and to identify conditions under which the pure error
component is absent.
Often, in order to construct valid inferences on the responses from a simulation experiment,
the technique used to execute the simulation experiment must be properly
identified. For purposes of this research, the identification problem takes the form of
ensuring that the hypothesized metamodel is appropriate for the number of random
number streams used to induce correlations between responses across design points.
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