Abstract
It is shown how common random numbers can be used in computer simulations where the aim is to compare two systems on several parameters. Conditions are derived under which the use of common random numbers leads to a reduction in the size of the confidence region for the difference between the parameter vectors. Theoretical and experimental results suggest that this reduction is greatest when the covariance structure is the same for both systems.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
