MCExperiment
Provides an interface for algorithms that perform Monte-Carlo experiments See the abstract base class MCExperiment for further information.
Inheritors
Properties
the desired confidence level
the desired half-width bound for the experiment
the initial sample size for pilot simulation
the maximum number of samples permitted
the number of micro replications to perform
Indicates if initial results are printed
determines whether the reset stream option is on (true) or off (false)
Functions
See page 513 of Law & Kelton
The purpose of the initial sample is to estimate the variability and determine an approximate number of additional samples needed to meet the desired absolute error. This method must ensure or assumes that no previous sampling has occurred. All statistical accumulators should be reset when this is executed.