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Improved Sequential Stopping Rule for Monte Carlo Simulation
Cita
Mendo Tomás, Luis 
ORCID: https://orcid.org/0000-0001-5691-714X and Hernando Rábanos, José María
(2008).
Improved Sequential Stopping Rule for Monte Carlo Simulation.
pp. 1761-1764.
ISSN 0090-6778.
https://doi.org/10.1109/TCOMM.2008.070015.
ORCID: https://orcid.org/0000-0001-5691-714X and Hernando Rábanos, José María
(2008).
Improved Sequential Stopping Rule for Monte Carlo Simulation.
pp. 1761-1764.
ISSN 0090-6778.
https://doi.org/10.1109/TCOMM.2008.070015.
Descripción
| Título: | Improved Sequential Stopping Rule for Monte Carlo Simulation |
|---|---|
| Autor/es: |
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| Tipo de Documento: | Artículo |
| Fecha: | Noviembre 2008 |
| ISBN: | 0090-6778 |
| ISSN: | 0090-6778 |
| Volumen: | 56 |
| Número: | 11 |
| Materias: | |
| ODS: | |
| Palabras Clave Informales: | Simulation, Monte Carlo methods, sequential stopping rule |
| Escuela: | E.T.S.I. Telecomunicación (UPM) |
| Departamento: | Señales, Sistemas y Radiocomunicaciones |
| Licencias Creative Commons: | Ninguna |
Resumen
This letter presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper (L. Mendo and J. M. Hernando, ``A simple sequential stopping rule for Monte Carlo simulation,'' IEEE Trans. Commun., vol. 54, no. 2, pp. 231-241, Feb. 2006) for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval [p/mu_2,\, pmu_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.
Más información
| ID de Registro: | 4350 |
|---|---|
| Identificador DC: | https://oa.upm.es/4350/ |
| Identificador OAI: | oai:oa.upm.es:4350 |
| URL Portal Científico: | https://portalcientifico.upm.es/es/ipublic/item/5483332 |
| Identificador DOI: | 10.1109/TCOMM.2008.070015 |
| Depositado por: | Dr. Luis Mendo |
| Depositado el: | 23 Sep 2010 14:41 |
| Ultima Modificación: | 12 Nov 2025 00:00 |
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