Statistical screening, selection, and multiple comparison procedures in computer simulation

We present a state-of-the-art review of screening, selection, and multiple comparison procedures that are used to compare system designs via computer simulation. We describe methods for three broad classes of problems: screening a large number of system designs, selecting the best system, and comparing all systems to a standard (either known or unknown). We concentrate primarily on recent methods that we would be likely to use in practice. Where possible, we unify the screening, selection, and multiple comparison perspectives.