Algorithm AS 259: Estimating Confidence Intervals by the Robbins-Monro Search Process

DOI10.2307/2347401zbMATH Open0715.62165OpenAlexW2524762856MaRDI QIDQ3201438FDOQ3201438

Authors: Stephen T. Buckland, Paul H. Garthwaite 

Publication date: 1990

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347401

zbMATH Keywords

bootstrapconfidence intervalsMonte Carlo methodRobbins-Monro processFortran 77algorithm AS 259

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Parametric tolerance and confidence regions (62F25) Stochastic approximation (62L20)

Cited In (2)

• A computable confidence upper limit from discrete data with good coverage properties
• AS 259

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