Improved sequential stopping rule for Monte Carlo simulation

This letter presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper (see IEEE Trans. Commun., vol.54, no.2,pp. 231-41, Feb. 2006) for the estimation of an unknown probability p. Specifically, the confidence level associated to a relative interval [p/mu ₂, pmu ₁], with mu ₁, mu ₂ > 1, is proved to exceed its asymptotic value for a broader range of intervals than that given in the referred paper, and for any value of p. This extends the applicability of the estimator, relaxing the conditions that guarantee a given confidence level.