Author
Briggs, K
Ying, F
Journal title
Mathematics Today -Southend on Sea-
Issue
February 2018
Last updated
2019-03-28T00:33:20.81+00:00
Page
26-29
Abstract
We describe a practical recipe for determining when to stop a simulation which is intended to estimate quantiles of the unknown distribution of a real-valued random variable. The ability to reliably estimate quantiles translates into an ability to estimate cumulative distribution functions. The description focusses on the practical implementation of the method, and in particular on stopping criteria. Both authors have found the method useful in their day-to-day work.
Symplectic ID
796234
Publication type
14
Publication date
1 February 2018
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