On Assessing the Precision of Simulation Estimates of Percentile Points

DOI10.1080/01966324.1984.10737149MaRDI QIDQ3678462zbMATH OpenOpenAlexWikidataFDO

Authors Edward J. Dudewicz, Edward C. van der Meulen

Publication date 1984

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1984.10737149

zbMATH Keywords

estimationquantilesreviewpercentile point

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3752089 (Why is no real title available?)
• scientific article; zbMATH DE number 3558704 (Why is no real title available?)
• On assessing the precision of simulations

Cited in

(8)

• Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation
• nth root: a Monte Carlo approximation
• Estimating percentage points by simulation
• Tolerance intervals for symmetric location-scale families based on uncensored or censored samples
• Asymptotics of wide remedians
• Estimating Percentiles of Uncertain Computer Code Outputs
• Monte Carlo approximations of the quantiles of a sample statistic
• Confidence limits for stress-strength reliability involving Weibull models

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