monteCarloTrialsForWilsonHalfWidth
Trials needed for target Wilson half-width.
monteCarloTrialsForWilsonHalfWidth(pHat: number, targetHalfWidth: number, z: number): number
Import
const poker = require('poker-calculations');
ESM (Node):
import { createRequire } from 'module';
const require = createRequire(import.meta.url);
const poker = require('poker-calculations');
When to use
How many Monte Carlo trials you need so Wilson half-width is at most targetHalfWidth at estimate pHat.
How to use
const pHat = 0.5;
const targetHalfWidth = 0.02;
const z = 1.96;
const n = poker.monteCarloTrialsForWilsonHalfWidth(pHat, targetHalfWidth, z);
const interval = poker.wilsonScoreInterval(Math.floor(pHat * n), n, z);
console.log((interval.upper - interval.lower) / 2); // <= targetHalfWidth