Coverage error for confidence intervals arising in simulation output analysis
Peter W. Glynn · NCSU Libraries Repository (North Carolina State University Libraries) · 1982
Coverage error asymptotics for confidence intervals arising in simulation are discussed. Asymptotic expansions, to order O(n-1) (n is the sample size), are given for confidence intervals associated with sequences of independent and identically distributed random variables, as well as regenerative processes. Implications for simulation are emphasized.