Generating Monte Carlo Confidence Intervals by the Robbins-Monro Process

• 1 January 1992
• journal article
• Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
• Vol. 41  (1) , 159
• https://doi.org/10.2307/2347625

Abstract

Keywords

• CONFIDENCE INTERVALS
• MONRO PROCESS
• CARLO CONFIDENCE
• ROBBINS MONRO
• GENERATING MONTE CARLO