The accuracy of a new confidence interval method

  title={The accuracy of a new confidence interval method},
  author={Johann Christoph Strelen},
  journal={Proceedings of the 2004 Winter Simulation Conference, 2004.},
Confidence intervals for the median of estimators or other quantiles were proposed as a substitute for usual confidence intervals in terminating and steady-state simulation. This is adequate since for many estimators the median and the expectation are close together or coincide, particularly if the sample size is large. Grouping data into batches is useful for median confidence intervals. The novel confidence intervals are easy to obtain, the variance of the estimator is not used. They are well… CONTINUE READING
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