Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments

Abstract This research investigates various strategies for assigning pseudorandom numbers to experimental points in statistically designed simulation and distribution sampling experiments. Strategies studied include the widely advocated practices of (i) employing a common set of pseudorandom numbers for all experimental points, and (ii) assigning a unique set of pseudorandom numbers to each experimental point. An alternative, based upon blocking concepts in designed experiments, is devised and shown to improve upon existing recommendations for a wide class of problems. A small simulation, a pilot study of a hospital resource allocation problem, illustrates the new strategy.

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