Simulation probability precision plan
StatMedAnalysis | Verified 2026-11-04

Instructions: Save a copy, replace blanks, and retain the completed version with your analysis plan. Use synthetic examples or approved aggregate counts only; do not add patient identifiers. Record unresolved decisions rather than inventing answers. This worksheet documents decisions and does not provide clinical advice.

Project/version: __________ Date: __________ Prepared by: __________

1. DEFINE THE EXPERIMENT
Aim and data-generating scenario: ____________________
Estimand, method and success criterion (for example interval coverage): ____
Seed strategy and independent replicate generation: ____________________
What counts as a failed replicate and how it is reported: ______________
Fixed replicate count or separately justified stopping rule: ____________

2. PLAN PRECISION ON THE PROBABILITY SCALE
Target Monte Carlo SE: ______ (0.005 means 0.5 percentage points)
Conservative required replicates=ceil(0.25/targetSE^2): _________________
Planned compute time and storage: ____________________
This rule is for independent Bernoulli replicate indicators, not dependent MCMC draws.

3. RECORD COMPLETED RESULTS
Attempted runs: ____ failed runs: ____ denominator used R: ____
Successes k: ____ probability k/R: ____
Plug-in MCSE=sqrt(p(1-p)/R): ____
95% Wilson interval for simulation probability: ____________________
At k=0 or k=R, zero plug-in MCSE does not mean zero uncertainty.
Explain exclusions, target shortfalls and how failure rates affect interpretation: ____
Simulation uncertainty is separate from uncertainty in an individual clinical estimate.

Final review
Arithmetic checked by/process: __________ Date: __________
Unresolved limitations and next action: ____________________
Guide: https://www.statmedanalysis.com/blog/monte-carlo-simulation-precision