Further Examination of Simulated Percentage Points.

Abstract

A previous report, discussed methods of obtaining percentage points of distributions by Monte Carlo studies, either by using one long run, or using the average of several smaller runs. The single run has certain advantages--in particular, less bias. The two methods were illustrated using Monte Carlo studies. In this follow up, the comparison is continued, using as illustrations the normal and exponential distributions, for which exact values of order statistics can easily be found.

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Document Details

Document Type
Technical Report
Publication Date
Jun 15, 1983
Accession Number
ADA129618

Entities

People

  • M. A. Stephens

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Computations
  • Data Science
  • Estimators
  • Information Science
  • Intervals
  • Military Research
  • Monte Carlo Method
  • New York
  • Normal Distribution
  • Order Statistics
  • Plastic Explosives
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Statistical inference.