DIGITAL COMPUTER SIMULATION: ESTIMATING SAMPLE SIZE

Abstract

The document discusses an algorithm for automatically estimating and collecting the sample size required for statistical precision in a computer simulation experiment while the simulation is running. The algorithm, which would be incorporated directly into the computer routines, would relieve an investigator of the burden of first estimating the variance of the sample mean from a data sample obtained from a trial run, then estimating the sample size necessary for the specified confidence interval, and finally collecting that many more observations in a successive simulation run. The underlying probability model is autoregressive: it would depend on an autoregressive representation of the sequence that considers each observation as a linear combination of past observations plus an uncorrelated random residual. This approach need not require more than 4 or 5 autocovariance computations to estimate the variance of the sample mean. A flowchart is included to aid in building the technique into simulation programs.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1969
Accession Number
AD0693116

Entities

People

  • George S. Fishman

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Computational Science
  • Computations
  • Computer Programs
  • Computer Simulations
  • Computers
  • Data Science
  • Digital Computers
  • Estimators
  • Information Science
  • Probability
  • Random Variables
  • Reliability
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Computational Modeling and Simulation
  • Regression Analysis.