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Abstract : |
Sequentially constructed confidence intervals for a single mean are widely used to control the length of a simulation run. When the analyst is simultaneously interested in several response variables, the control of a simulation run needs sequential confidence regions. In this paper we examine asymptotic properties of sequentially constructed confidence regions based on the Bonferroni inequality. We also report empirical results when simultaneous confidence intervals for normal and transformed normal means are constructed. (Simultaneous Estimation, Sequential Confidence Intervals), |
