  When search methods are being designed it is very important to know which
parameters have the greatest influence on the behaviour and performance of the
algorithm. To this end, algorithm parameters are commonly calibrated by means
of either theoretic analysis or intensive experimentation. When undertaking a
detailed statistical analysis of the influence of each parameter, the designer
should pay attention mostly to the parameters that are statistically
significant. In this paper the ANOVA (ANalysis Of the VAriance) method is used
to carry out an exhaustive analysis of a simulated annealing based method and
the different parameters it requires. Following this idea, the significance and
relative importance of the parameters regarding the obtained results, as well
as suitable values for each of these, were obtained using ANOVA and post-hoc
Tukey HSD test, on four well known function optimization problems and the
likelihood function that is used to estimate the parameters involved in the
lognormal diffusion process. Through this statistical study we have verified
the adequacy of parameter values available in the bibliography using parametric
hypothesis tests.
