论文信息 - On assessing the precision of simulations

On assessing the precision of simulations

In this note a method is given for assessing the precision of Monte Carlo simulations of probability distributions. The method is simple, virtually cost free and gives estimates of precision not currently being used.

R. E. Schafer

[1] H. Lilliefors. On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown , 1967 .

[2] R. E. Schafer,et al. Improved goodness-of-fit tests , 1971 .