An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study

DOI10.1016/0167-7152(87)90010-1zbMath0623.65150OpenAlexW2052835892MaRDI QIDQ1091792

Mark Finster

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90010-1

zbMATH Keywords

comparisonsimulationMonte Carlo studysequential estimationtwo-stage estimationthree-stage estimationfixed-accuracy confidence setsmultiparameter mean

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Second order approximation to the risk of a sequential procedure
• On fixed-width confidence region for the mean
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Robustness of Stein's Two-Stage Procedure for Mixtures of Normal Populations
• Effect of Non-Normality on Stein's Two Sample Test
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance

This page was built for publication: An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study