On Assessing the Precision of Simulation Estimates of Percentile Points
- 1 February 1984
- journal article
- research article
- Published by Taylor & Francis in American Journal of Mathematical and Management Sciences
- Vol. 4 (3) , 335-343
- https://doi.org/10.1080/01966324.1984.10737149
Abstract
A problem frequently solved by Monte Carlo methods is estimation of a percentile point of a random variable. In this paper we review the approaches available in the literature and give new complete procedures in a form ready for practical use. A numerical example from an actual instance is included.Keywords
This publication has 3 references indexed in Scilit:
- On the Accuracy of Simulated Percentage PointsJournal of the American Statistical Association, 1983
- Entropy-Based Tests of UniformityJournal of the American Statistical Association, 1981
- On assessing the precision of simulationsJournal of Statistical Computation and Simulation, 1974