This paper discusses implementation of a sequential procedure to construct proportional half-width confidence intervals for a simulation estimator of the steady-state quantiles an...
Data--call records, internet packet headers, or other transaction records--are coming down a pipe at a ferocious rate, and we need to monitor statistics of the data. There is no r...
The cpquantile of an ordered sequenceof data values is the element with rank ‘pn, where n is the total number of values. Accurate estimates of quantiles are required for the sol...