Interval estimation by simulation as an alternative to and extension of confidence intervals.

@article{Greenland2004IntervalEB,
  title={Interval estimation by simulation as an alternative to and extension of confidence intervals.},
  author={Sander Greenland},
  journal={International journal of epidemiology},
  year={2004},
  volume={33 6},
  pages={1389-97}
}
There are numerous techniques for constructing confidence intervals, most of which are unavailable in standard software. Modern computing power allows one to replace these techniques with relatively simple, general simulation methods. These methods extend easily to incorporate sources of uncertainty beyond random error. The simulation concepts are explained in an example of estimating a population attributable fraction, a problem for which analytical formulas can be quite unwieldy. First… CONTINUE READING