Constructing Confidence Intervals for Nested Simulation

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发表日期：

2026年

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Zheng Zhang,
Kun Zhang,
Xing Yan,
Songshan Yang,
Yuqian Zhang

摘要

In the last chapter, we introduced the budget allocation rule for the nested simulation point estimator. In this chapter, we shift to focus on the construction of the confidence interval of nested simulation, which is proposed in [1].

In the last chapter, we introduced the budget allocation rule for the nested simulation point estimator. In this chapter, we shift to focus on the construction of the confidence interval of nested simulation, which is proposed in&#xa0;[1].

Constructing Confidence Intervals for Nested Simulation

摘要

In the last chapter, we introduced the budget allocation rule for the nested simulation point estimator. In this chapter, we shift to focus on the construction of the confidence interval of nested simulation, which is proposed in [1].