Abstract
The output from Monte-Carlo simulation was replicated using Non-Parameter Bootstrap method. The estimate of hitting probability using an improved bias-corrected estimator and the confidence interval based on BCa estimator were compared with those from traditional estimators on analyzing Monte-Carlo simulation output. It is shown that Bootstrap estimators provides shorter confidence interval and requires fewer samples from Monte-Carlo simulation output.
| Original language | English |
|---|---|
| Pages (from-to) | 1347-1349 |
| Number of pages | 3 |
| Journal | Xitong Fangzhen Xuebao / Journal of System Simulation |
| Volume | 22 |
| Issue number | 6 |
| State | Published - Jun 2010 |
Keywords
- Bootstrap
- Confidence interval
- Hitting probability
- Point estimate