- #1
ChrisVer
Gold Member
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How can someone decide what's the best number of produced pseudoexperiments in his set up?
In particular I have a value [itex]N[/itex] which I want to vary wrt 2 nuisance parameters with relative uncertainties [itex]\delta_1,\delta_2[/itex]. I am producing [itex]n[/itex] pseudoexperiments (samples) in each calculating the mean and the standard deviation of
[itex]N_i =N_i^0 \Big[1 + \delta_1 \mathcal{N}_1(0,1) + \delta_2 \mathcal{N}_2(0,1) \Big][/itex]
How can I decide whether the [itex]n[/itex]-trials I am choosing is optimal?
I have reached the following conclusion after some thinking but I am not sure... the sample's relative uncertainty that is [itex]\sqrt{\text{Var}(N)}/\bar{N}[/itex] should be as small as possible... is that a correct way?
In particular I have a value [itex]N[/itex] which I want to vary wrt 2 nuisance parameters with relative uncertainties [itex]\delta_1,\delta_2[/itex]. I am producing [itex]n[/itex] pseudoexperiments (samples) in each calculating the mean and the standard deviation of
[itex]N_i =N_i^0 \Big[1 + \delta_1 \mathcal{N}_1(0,1) + \delta_2 \mathcal{N}_2(0,1) \Big][/itex]
How can I decide whether the [itex]n[/itex]-trials I am choosing is optimal?
I have reached the following conclusion after some thinking but I am not sure... the sample's relative uncertainty that is [itex]\sqrt{\text{Var}(N)}/\bar{N}[/itex] should be as small as possible... is that a correct way?