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Control-variate methods for comparison with a standard

机译：与标准比较的控制变量方法

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摘要

Comparison with a standard is a general multiple comparison problem, where each system is required to be compared with a single system, referred to as a 'standard', as well as with other alternative systems. Screening procedures specially designed to be used for comparison with a standard have been proposed to find a subset that includes all the systems better than the standard in terms of the expected performance. Selection procedures are derived to determine the best system among a number of systems that are better than the standard, or to select the standard when it is equal to or better than the other alternatives. We develop new procedures for screening and selection through the use of two variance reduction techniques, common random numbers and control variates, which are particularly useful in the context of simulation experiments. Empirical results and a realistic example are also provided to compare our procedures with the existing ones.
机译：与标准进行比较是一个普遍的多重比较问题，其中每个系统都需要与称为“标准”的单个系统以及其他替代系统进行比较。已经提出了专门设计用于与标准进行比较的筛选程序，以找到在预期性能方面优于标准的所有系统的子集。推导选择程序以确定在多个优于标准的系统中的最佳系统，或者在等于或优于其他替代标准的情况下选择标准。我们通过使用两种减少方差的技术（共同的随机数和控制变量）开发了用于筛选和选择的新程序，这些技术在模拟实验中特别有用。还提供了经验结果和实际示例，以将我们的程序与现有程序进行比较。

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