Stochastic simulations analysis and determination of iteration requirements

Author

James Walter Smith

Abstract

"A thorough analysis of computerized stochastic simulation problems has been undertaken to determine the number of iterations (or random draws) necessary to achieve a required degree of output accuracy. The basic problem is to determine when the sampled output mean and standard deviation are within specified accuracy limits. An error analysis is made of the statistical properties of deterministic-probablistic [sic] and logic (random walk) type problems. A recommendation for determining the number of problem iterations required is then presented"--Abstract, page ii.

Advisor(s)

Ziemer, Rodger E.

Committee Member(s)

Betten, J. Robert
Gillett, Billy E.

Department(s)

Electrical and Computer Engineering

Degree Name

M.S. in Electrical Engineering

Publisher

University of Missouri--Rolla

Publication Date

1969

Pagination

v, 82 pages

Note about bibliography

Includes bibliographical references (page 41).

Rights

© 1969 James Walter Smith, All rights reserved.

Document Type

Thesis - Open Access

File Type

text

Language

English

Subject Headings

Iterative methods (Mathematics)
Simulation methods
Stochastic analysis

Thesis Number

T 2206

Print OCLC #

6003321

Electronic OCLC #

815523905

Link to Catalog Record

http://merlin.lib.umsystem.edu/record=b1067481~S5

Recommended Citation

Smith, James Walter, "Stochastic simulations analysis and determination of iteration requirements" (1969). Masters Theses. 5308.
https://scholarsmine.mst.edu/masters_theses/5308