Title page for ETD etd-07242012-040118

Type of Document Master's Thesis
Author Crenshaw, Marnita Deirae
URN etd-07242012-040118
Title Statistical analysis under the Schruben-Margolin correlation induction strategy in the absence of pure error
Degree Master of Science
Department Industrial Engineering and Operations Research
Advisory Committee
Advisor Name Title
Tew, Jeffrey D. Committee Chair
Greene, Timothy J. Committee Member
Schmidt, Joseph W. Committee Member
  • Computer simulation
Date of Defense 1989-08-05
Availability restricted
To facilitate the design of efficient simulation experiments, Schruben and Margolin

(1978) recommend a correlation induction strategy for orthogonally blockable experimental

designs. The objective of such experiments is to estimate a general linear regression

model on the basis of a quantitative response variable generated by the

simulation model. Nozari, Arnold, and Pegden (1987) develop optimal statistical procedures

for analyzing simulation experiments performed under the Schruben-Margolin

correlation induction strategy. Formulas are given for parameter estimation, hypothesis

testing, and confidence interval estimation. The validity of this statistical analysis procedure

is contingent upon the presence of a pure error component in the response. The

goal of this thesis is to provide an appropriate statistical analysis technique for simulation

experiments conducted under the Schruben-Margolin correlation induction strategy

in the absence of pure error, and to identify conditions under which the pure error

component is absent.

Often, in order to construct valid inferences on the responses from a simulation experiment,

the technique used to execute the simulation experiment must be properly

identified. For purposes of this research, the identification problem takes the form of

ensuring that the hypothesized metamodel is appropriate for the number of random

number streams used to induce correlations between responses across design points.

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