An enhanced lognormal selection procedure

被引:0
作者
E. Jack Chen
机构
[1] BASF Corporation,
来源
Discrete Event Dynamic Systems | 2011年 / 21卷
关键词
Simulation; Lognormal selection; Ranking and selection; Indifference-zone selection;
D O I
暂无
中图分类号
学科分类号
摘要
John and Chen (IEEE Trans Reliab 55(1):135–148, 2006) propose an exact two-stage solution based on the Least Favorable Configuration (LFC) to the ranking and selection problem of determining the best system from k lognormal populations. Lognormal density is commonly used to model certain lifetimes in reliability and survival analysis. It is known that selection procedures that are developed based on the LFC are conservative and become inefficient when the number of systems is large. We propose to take into account the differences of sample values within the parameter of interest when determining sample sizes, which can significantly increase the efficiency of the selection procedures. We also sequentialize the selection procedure and provide a procedure for estimating the constant needed to apply the solution. An experimental performance evaluation demonstrates the validity and efficiency of the enhanced lognormal selection procedure.
引用
收藏
页码:205 / 218
页数:13
相关论文
共 18 条
[1]  
Chen EJ(2004)Using ordinal optimization approach to improve efficiency of selection procedures Discret Event Dyn Syst 14 153-170
[2]  
Chen EJ(2005)Sequential selection procedures: using sample means to improve efficiency Eur J Oper Res 166 133-153
[3]  
Kelton WD(2008)Estimating steady-state distributions via simulation-generated histograms Comput Oper Res 35 1003-1016
[4]  
Chen EJ(2000)Simulation budget allocation for further enhancing the efficiency of ordinal optimization Discret Event Dyn Syst 10 251-270
[5]  
Kelton WD(1975)Allocation of observations in ranking and selection with unequal variances Sankhya B37 28-78
[6]  
Chen CH(2006)Analysis of the time evolution of quantiles in simulation Int J on Simulation: Systems, Science & Technology 7 44-55
[7]  
Lin J(2006)Lognormal selection with applications to lifetime data IEEE Trans Reliab 55 135-148
[8]  
Yücesan E(1978)On two-stage selection procedures and related probability inequalities Commun Stat A7 799-811
[9]  
Chick SE(1962)The one-sided barrier problem for gaussian noise Bell Syst Tech J 41 463-501
[10]  
Dudewicz EJ(undefined)undefined undefined undefined undefined-undefined