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dc.contributor.authorSingham, Dashi I.
dc.contributor.authorSchruben, Lee W.
dc.dateWinter 2009
dc.date.accessioned2014-01-30T22:46:10Z
dc.date.available2014-01-30T22:46:10Z
dc.date.issued2009
dc.identifier.citationD.I. Singham, L.W. Schruben, (2009) "Analysis of Sequential Stopping Rules," Proceedings of the 2009 Winter Simulation Conference. M.D. Rossetti, R.R. Hill, B. Johansson, A. Dunkin, and R.G. Ingalls, eds., pp. 723-730
dc.identifier.urihttp://hdl.handle.net/10945/38685
dc.descriptionRefereed Conference Paperen_US
dc.description.abstractSequential stopping rules applied to confidence interval procedures (CIPs) may lead to coverage that is less than nominal. This paper introduces a method for estimating coverage functions analytically in order to evaluate the potential loss of coverage. This method also provides an estimate for the distribution of the stopping time of the procedure. Knowledge of coverage functions could help evaluate and compare confidence interval procedures while avoiding lengthy empirical testing. Numerical implementation of our method shows that analytical coverage functions approximate those calculated empirically. Analytical coverage functions can be used to explain why many sequential procedures do not provide adequate coverage.en_US
dc.language.isoen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleAnalysis of sequential stopping rulesen_US
dc.typeConference Paperen_US
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentIndustrial Engineering & Operations Research


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