MIE360 Computer Modeling and Simulation
Lecture Notes
Daniel Frances © 2010
1
Lecture 20 – Comparing Multiple Alternatives
So far we have only learned how to compare simulation outputs from two alternatives. We used both the
pairedt and Welch’s Confidence Intervals, and the notion of kicking zero out of the interval to be able
to make definitive statements about the relative merit of TWO alternatives.
Suppose that our performance measure is average waiting time, that we computed four average waiting
w
A
, w
B
, w
C
and w
D
corresponding to scenarios:. A, B, C and D, and that w
A
is the smallest average
waiting time.
We want to be able to make a composite statement such as “w
A
< w
B
” and
“w
A
< w
C
” and
“w
A
< w
D
”
with 95% confidence. How?
Suppose that after performing the pairedt and Welch’s method I was 95% confident of EACH of the
three statements. How sure would I be that they are all true? (Can’t use .95
3
because probabilities may
not be independent)
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 Fall '10
 D.Frances
 Logic, Computer Graphics, Computer simulation, Daniel Frances

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