A brief survey of stopping rules in Monte Carlo simulations

  • Authors:

  • Michael J. Gilman

  • Affiliations:

  • Bradford Computer & Systems, Inc., New York, N.Y.

  • Venue:
  • Proceedings of the second conference on Applications of simulations
  • Year:
  • 1968

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Abstract

A brief survey of the existing methods for determining when to stop sampling in Monte Carlo simulations is presented. The distinction is made between stopping rules for simulations using independent samples and those using correlated samples. Possible avenues for further research are mentioned.