In practice, most computers generate simulation outputs sequentially, so it is attractive to analyze these outputs through sequential statistical methods such as sequential probability ratio tests (SPRTs). We investigate several SPRTs for choosing between two hypothesized values for the mean...

The goal of factor screening is to find the really important inputs (factors) among the many inputs that may be changed in a realistic simulation experiment. A specific method is sequential bifurcation (SB), which is a sequential method that changes groups of inputs simultaneously. SB is most...