Monte Carlo Precision Planner
Audit simulation probability precision and plan a conservative number of independent replicates.
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Audit simulation probability precision and plan a conservative number of independent replicates. All default values are fictional.
Calculation results
Estimated probability: 0.95; plug-in MCSE: 0.00689202.
95% Wilson limits: 0.934686 to 0.96187
Conservative replicate target: 10000; additional replicates: 9000.
Assumptions and limits
For independent Bernoulli replicate indicators, plug-in MCSE=sqrt(p(1−p)/R). The 95% Wilson interval reflects finite simulation uncertainty, not uncertainty in a clinical effect. At zero/all successes plug-in MCSE is zero but uncertainty remains visible in Wilson limits. Conservative planning uses ceil(0.25/targetSE²), with target 0.0001–0.5 and R up to 100 million. Dependent MCMC draws, adaptive stopping and failed-replicate selection need other methods. Define failed-run handling before calculating the denominator.
Morris and colleagues: simulation study design · Read the practical guide · Download blank worksheet (TXT)