Determining the optimal sample size in the Monte Carlo experiments
Yükleniyor...
Dosyalar
Tarih
2006
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
A convergence criterion for the Monte Carlo estimates will be proposed which can be used as a stopping rule for the Monte Carlo experiments. The proposed criterion searches a convergence band of a given width and length such that the probability of the Monte Carlo sample variance to fall outside of this band is practically null. After the convergence to the process variance realized according to the new rule, a confidence interval in the usual statistical sense can be determined for the steady-state mean of the process.
Açıklama
http://sjam.selcuk.edu.tr/sjam/article/view/176
Anahtar Kelimeler
Sequential confidence interval, Ardışık güven aralığı, Durma kuralı, Stopping rule, Monte Carlo, Convergence, Yakınsama
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
7
Sayı
Künye
Ata, M. Y. (2006). Determining the optimal sample size in the Monte Carlo experiments. Selcuk Journal of Applied Mathematics, 7 (2), 103-111.
