Displaying similar documents to “Improving the efficiency of exclusion algorithms.”

Automatic run-time choice for simulation length in mimesis

M. Becker, A.-L. Beylot, G. Damm, W.-Y. Thang (2010)

RAIRO - Operations Research

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This paper presents an algorithm which prevents a simulation user from choosing a simulation length. This choice is always tricky and often leads to CPU-time waste, not to mention user-time waste. Too often, simulation users forget to compute confidence intervals: they only guess a simulation length and ignore the confidence on the simulation results. Those who do compute them generally try several lengths (and thus run several simulations) so as to obtain small enough confidence...

On the computation of the exact distribution of power divergence test statistics

Marco A. Marhuenda, Yolanda Marhuenda, Domingo Morales (2003)

Kybernetika

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In this paper we introduce several algorithms to generate all the vectors in the support of a multinomial distribution. Computational studies are carried out to analyze their efficiency with respect to the CPU time and to calculate their efficiency frontiers. The proposed algorithm is used to calculate exact distributions of power divergence test statistics under the hypothesis of uniformity. Finally, several exact power comparisons are done for different divergence statistics and families...