Coverage Error for Confidence Intervals Arising in Simulation Output Analysis.

Abstract

Coverage error asymptotics for confidence intervals arising in simulation are discussed. Asymptotic expansions, to order 0(n-1) (n is the sample size), are given for confidence intervals associated with sequences of independent and identically distributed random variables, as well as regenerative processes. Implications for simulation are emphasized. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1982
Accession Number
ADA119233

Entities

People

  • Peter W. Glynn

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymmetry
  • Asymptotic Series
  • Errors
  • Intervals
  • Military Research
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Sequences
  • Simulations
  • Simulators
  • Statistical Analysis
  • Steady State
  • Stochastic Processes
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.