ar X iv : 0 80 9 . 40 47 v 1 [ st at . C O ] 2 3 Se p 20 08 Improved Sequential Stopping Rule for Monte
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چکیده
This paper presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval [p/μ2, pμ1], with μ1, μ2 > 1, is proved to exceed its asymptotic value for a broader range of intervals than that given in the referred paper, and for any value of p. This extends the applicability of the estimator, relaxing the conditions that guarantee a given confidence level.
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