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Abstract

A test is presented for detecting the presence of initialization bias in the mean of a simulation output process. The test is based on a standardized sequence of linear combinations of the ranks of the simulation observations. The validity and power of the test are illustrated by applying it to a large number of in dependently seeded experiments on the M/M/s queue with s=1 and s= 4.

Keywords

initialization bias simulation output testing

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References

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Testing for initialization bias in simulation output

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References