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Original Articles

Simulating percentile points: stopping rules, precision, and scale

Simulating percentile points

Pages 1013-1026 | Received 01 May 1994, Published online: 27 Jun 2007

References

  • Dudewitz , E.J. and van der Meulen , E.C. 1984 . On assessing the precision of simulation estimates of percentile points . American Journal of Mathematical and Management Sciences , 4 : 335 – 343 .
  • Dunn , C.L. 1991 . Precise simulated percentiles in a pinch . The American Statistician , 45 ( 3 ) : 207 – 211 .
  • Hauck , W.W. and Anderson , S. 1984 . A Survey Regarding the Reporting of Simulation Studies . The American Statistician , 38 ( 3 ) : 214 – 216 .
  • Hoaglin , D.C. and Andrews , D.F. 1975 . The Reporting of Computation-Based Results in Statistics . The American Statistician , 29 ( 2 ) : 122 – 126 .
  • IMSL (1982). International Mathematics and Statistical Library, Inc., Houston, TX
  • Juritz , J.M. , Juritz , J.W.F. and Stephens , M.A. 1983 . On the accuracy of simulated percentage points . Journal of the American Statistical Association , 83 ( 2 ) : 441 – 444 .
  • Lachenbruch , P.A. and Flack , V.F. 1989 . Considerations for effective simulation study analysis . Communications in Statistics -Simulation and Computation , 18 ( 4 ) : 1223 – 1240 .

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