{
  "id": "0809.4047",
  "version": "v1",
  "published": "2008-09-23T23:35:02.000Z",
  "updated": "2008-09-23T23:35:02.000Z",
  "title": "Improved Sequential Stopping Rule for Monte Carlo Simulation",
  "authors": [
    "Luis Mendo",
    "Jose M. Hernando"
  ],
  "comment": "2 figures. Paper accepted in IEEE Transactions on Communications",
  "categories": [
    "stat.CO"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-09-23T23:35:02.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "monte carlo simulation",
      "sequential stopping rule",
      "confidence level",
      "negative-binomial monte carlo technique",
      "broader range"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0809.4047M"
    }
  }
}