A Coverage Function for Interval Estimators of Simulation Response

The coverage function presented here measures confidence interval robustness. It is suggested that this function be used in the analysis of empirical interval estimator studies. Some approaches for determining appropriate sample sizes in such experiments are also discussed. A short study of two procedures for constructing confidence intervals for a simulation response is offered as an example.

• 저널Management Science · 26(1) · 18–27
• 토픽Simulation Techniques and Applications · Management Science and Operations Research
• DOI10.1287/mnsc.26.1.18
• 저자Lee W. Schruben