A Procedure for Generating Batch-Means Confidence Intervals for Simulation: Checking Independence and Normality.

E. Jack Chen W. David Kelton

Published in: Simul. (2007)

Keyphrases

confidence intervals
stochastic systems
sample size
stopping rules
markov chain
hypothesis testing
monte carlo
test set
conditional probabilities
roc curve
limit theorems
training data
information retrieval
multimedia
precision and recall
variance reduction