Selecting Stopping Rules for Confidence Interval Procedures
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Cites work
- A Coverage Function for Interval Estimators of Simulation Response
- A Sequential Procedure for Determining the Length of a Steady-State Simulation
- An Extension of a Theorem of Chow and Robbins on Sequential Confidence Intervals for the Mean
- An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
- Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
- Finite-sample performance of absolute precision stopping rules
- Graphical Methods for Evaluating and Comparing Confidence-Interval Procedures
- scientific article; zbMATH DE number 3142529 (Why is no real title available?)
- Modified t Tests and Confidence Intervals for Asymmetrical Populations
- N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
- Omitting meaningless digits in point estimates: The probability guarantee of leading-digit rules
- On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
- The asymptotic validity of sequential stopping rules for stochastic simulations
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