Confidence interval estimators for coverage analysis in sequential steady-state simulation

MaRDI QIDQ2729860zbMATH OpenFDO

Authors Jong-Suk R. Lee, K. Pawlikowski, Donald C. McNickle

Publication date 4 October 2001

zbMATH Keywords

confidence intervalscoverage analysisestimators of proportionssequential steady-state simulation

Mathematics Subject Classification ID

Recommendations

• Efficiently Simulating the Coverage Properties of Interval Estimates
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Achieving a Confidence Interval for Parameters Estimated by Simulation
• Coverage probability estimation of an asymptotic confidence interval for the Bernoulli parameter
• On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities
• Coverage of confidence intervals based on conditional probability
• Validation of Simulation Models via Simultaneous Confidence Intervals
• Coverage accuracy of confidence intervals for a conditional probability density function

Cited in

(8)

• Quantile and tolerance-interval estimation in simulation
• Asymptotic Properties of Some Confidence Interval Estimators for Simulation Output
• Achieving a Confidence Interval for Parameters Estimated by Simulation
• An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
• Efficiently Simulating the Coverage Properties of Interval Estimates
• Simulation-Based Estimation of Proportions
• Measuring what's missing: practical estimates of coverage for stochastic simulations
• Automated Estimation of Extreme Steady-State Quantiles via the Maximum Transformation

This page was built for publication: Confidence interval estimators for coverage analysis in sequential steady-state simulation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2729860)