A STOPPING RULE SUBROUTINE FOR DIGITAL COMPUTER SIMULATION

Authors
  1. Angers, C.
  2. Grenier, C.
  3. Hurtubise, R.A.
Corporate Authors
Defence Research Establishment Valcartier, Valcartier QUE (CAN)
Abstract
The proposed subroutine can be incorporated in a Monte Carlo simulation model to determine the sample size required while the simulation is running on the computer. The sample size is calculated according to the confidence interval and the level of significance with which the parameter must be estimated. The results of individual runs must be independent and identically distributed according to one of the following laws: normal, binomial or multinomial.
Report Number
R-629/70 —
Date of publication
15 Dec 1970
Number of Pages
15
DSTKIM No
71-02036
CANDIS No
77146
Format(s):
Hardcopy;Originator's fiche received by DSIS

Permanent link

Document 1 of 1

Date modified: