Fully Sequential Indifference-Zone Selection Procedures with Variance-Dependent Sampling

@inproceedings{Hong2006FullySI,
  title={Fully Sequential Indifference-Zone Selection Procedures with Variance-Dependent Sampling},
  author={L. Jeff Hong},
  year={2006}
}
Fully sequential indifference-zone selection procedures have been proposed in the simulation literature to select the system with the best mean performance from a group of simulated systems. However, the existing sequential indifference-zone procedures allocate an equal number of samples to the two systems in comparison even if their variances are drastically different. In this paper we propose new fully sequential indifference-zone procedures that allocate samples according to the variances… CONTINUE READING
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