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A Number of pseudoexperiments

  1. Jul 6, 2016 #1

    ChrisVer

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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?
     
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  3. Jul 6, 2016 #2

    Vanadium 50

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    The answer is "as many as you can". There is no point where another pseudo-experiment makes things worse and not better.
     
  4. Jul 6, 2016 #3

    ChrisVer

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    In general I've seen plots where they show the "observed" let's say value (that they vary in each PE), and the sampled values for different/increasing [itex]n[/itex]-trials (eg 100,1000,10000,1000000)... so, the sampled values get closer to the observed value, but also they get more statistically constrained... I was wondering if by looking at something like this allows someone to decide with what [itex]n[/itex] they should go.
     
  5. Jul 6, 2016 #4

    mfb

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    As much as your computers can reasonably compute. The uncertainty from the limited number of pseudoexperiments goes down, which is great.
     
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