Accession Number : ADA119233

Title :   Coverage Error for Confidence Intervals Arising in Simulation Output Analysis.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH

Personal Author(s) : Glynn,Peter W

PDF Url : ADA119233

Report Date : Jun 1982

Pagination or Media Count : 16

Abstract : Coverage error asymptotics for confidence intervals arising in simulation are discussed. Asymptotic expansions, to order 0(n-1) (n is the sample size), are given for confidence intervals associated with sequences of independent and identically distributed random variables, as well as regenerative processes. Implications for simulation are emphasized. (Author)

Descriptors :   *Confidence limits, *Errors, *Output, *Simulation, Asymptotic series, Statistical analysis, Expansion, Random variables

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE