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Calculation of confidence intervals for simulation output.

Russell C. H. ChengWayne Holland
Published in: ACM Trans. Model. Comput. Simul. (2004)
Keyphrases
  • confidence intervals
  • stochastic systems
  • sample size
  • markov chain
  • stopping rules
  • data sets
  • machine learning
  • monte carlo
  • test set
  • stochastic models
  • variance reduction
  • limit theorems
  • sufficiently small