Improved Sequential Stopping Rule for Monte Carlo Simulation

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dc.creatorMendo, Luis
dc.creatorHernando, Jose M.
dc.date2008-09-23
dc.date.accessioned2026-07-07T10:04:53Z
dc.date.available2026-07-07T10:04:53Z
dc.descriptionThis paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval [p/μ_2, pμ_1], with μ_1, μ_2 > 1, is proved to exceed its asymptotic value for a broader range of intervals than that given in the referred paper, and for any value of p. This extends the applicability of the estimator, relaxing the conditions that guarantee a given confidence level.
dc.description2 figures. Paper accepted in IEEE Transactions on Communications
dc.identifierhttps://arxiv.org/abs/0809.4047
dc.identifierhttp://arxiv.org/abs/0809.4047
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/169844
dc.subjectComputation
dc.titleImproved Sequential Stopping Rule for Monte Carlo Simulation
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