A Coverage Function for Interval Estimators of Simulation Response

The coverage function presented here measures confidence interval robustness. It is suggested that this function be used in the analysis of empirical interval estimator studies. Some approaches for determining appropriate sample sizes in such experiments are also discussed. A short study of two procedures for constructing confidence intervals for a simulation response is offered as an example.

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Year of publication:	1980
Authors:	Schruben, Lee W.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 26.1980, 1, p. 18-27
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	simulation \| confidence intervals

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.26.1.18 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009204606