A sequential procedure for simultaneous estimation of several means

DOI10.1145/169702.169690MaRDI QIDQ4876063zbMATH OpenOpenAlexFDO

Authors Kimmo E. E. Raatikainen

Publication date 28 April 1996

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/tomacs/

zbMATH Keywords

Bonferroni inequalityinterval estimateslower boundmultiple-response variablesoverall level of confidencerun length control

Mathematics Subject Classification ID

Sequential estimation (62L12) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(5)

• Controlling the precision of estimated means in interactive simulation
• Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean
• scientific article; zbMATH DE number 706392 (Why is no real title available?)
• Simulation-Based Estimation of Proportions
• A two–stage sequential allocation scheme for estimating the product of several means

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