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Controlled Sequential Bifurcation: A New Factor-Screening Method for Discrete-Event Simulation

School of Industrial Engineering, Purdue University, West Lafayette, Indiana 47907-2023
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119
Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois 60208-3119
hwan{at}purdue.edu
ankenman{at}northwestern.edu
nelsonb{at}northwestern.edu

Screening experiments are performed to eliminate unimportant factors so that the remaining important factors can be more thoroughly studied in later experiments. Sequential bifurcation (SB) is a recent screening method that is well suited for simulation experiments; the challenge is to prove the "correctness" of the results. This paper proposes controlled sequential bifurcation, a procedure that incorporates a hypothesis-testing approach into SB to control error and power. A detailed algorithm is given, conditions that guarantee performance are provided, and an empirical evaluation is presented.

Subject classifications: simulation: design of experiments, statistical analysis, factor screening, sequential bifurcation.
History: Received March 2004; revision received June 2005; accepted July 2005.