Selecting Stopping Rules for Confidence Interval Procedures

DOI10.1145/2627734zbMath1369.62208OpenAlexW2092807286MaRDI QIDQ5270717

Dashi I. Singham

Publication date: 30 June 2017

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

Full work available at URL: https://doi.org/10.1145/2627734

zbMATH Keywords

finite-sample performancecoverage profiles

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sampling theory, sample surveys (62D05) Optimal stopping in statistics (62L15)

Cites Work

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• The asymptotic validity of sequential stopping rules for stochastic simulations
• Finite-Sample Performance of Absolute Precision Stopping Rules
• Graphical Methods for Evaluating and Comparing Confidence-Interval Procedures
• A Sequential Procedure for Determining the Length of a Steady-State Simulation
• A Coverage Function for Interval Estimators of Simulation Response
• Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures
• An Investigation of Finite-Sample Behavior of Confidence Interval Estimators
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• Omitting Meaningless Digits in Point Estimates: The Probability Guarantee of Leading-Digit Rules
• N-Skart: A Nonsequential Skewness- and Autoregression-Adjusted Batch-Means Procedure for Simulation Analysis
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• An Extension of a Theorem of Chow and Robbins on Sequential Confidence Intervals for the Mean

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