Luis Mendo, Jose M. Hernando
Published 2008-09-23Version 1
This 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/\mu_2, p\mu_1], with \mu_1, \mu_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.
Comments: 2 figures. Paper accepted in IEEE Transactions on Communications
Monte Carlo simulation on the Stiefel manifold via polar expansion
Computing the confidence levels for a root-mean-square test of goodness-of-fit
Randomized Dimension Reduction for Markov Chains Simulation
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