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Better confidence intervals for importance sampling

Halis Sak, Josef Leydold. Better confidence intervals for importance sampling. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 2949, WSC, 2008. [doi]

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