Improved Estimates and Confidence Intervals for Regenerative Simulation.

Christopher S. Withers Saralees Nadarajah

Published in: Commun. Stat. Simul. Comput. (2015)

Keyphrases

confidence intervals
stochastic systems
sample size
markov chain
test set
monte carlo
limit theorems
stopping rules
variance reduction
sufficiently small
roc curve
machine learning
decision trees