Coverage of confidence intervals in sequential steady-state simulation.
Krzysztof PawlikowskiDonald C. McNickleGregory EwingPublished in: Simul. Pract. Theory (1998)
Keyphrases
- confidence intervals
- steady state simulation
- stopping rules
- complex systems
- sample size
- markov chain
- stochastic systems
- test set
- sufficiently small
- error rate
- monte carlo
- variance reduction
- special case
- probability distribution
- data sets
- conditional probabilities
- active learning
- limit theorems
- cooperative
- feature extraction