Some theoretical and practical aspects of common random numbers (CRN) for variance reduction in simulation analysis are considered. A simple proof of the optimality of CRN is presented and the efficiency of this technique for variance reduction is discussed. Applications of CRN to production...

This tutorial gives a survey of strategic issues in the statistical design and analysis of experiments with deterministic and random simulation models. These issues concern validation, what-if analysis, optimization, and so on. The analysis uses regression models and least-squares algorithms....