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Biometrika 1970 57(3):673-674; doi:10.1093/biomet/57.3.673
© 1970 by Biometrika Trust
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MISCELLANIEA

A note on the interpretation of Springer's simulation studies of the Kiefer-Wolfowitz process

MARK A. JOHNSON

Upjohn Company Kalamazoo

It is shown that the pronounced small sample bias that Springer (1969) observes in his simulationstudies of a modification of the Kiefer-Wolfowitz process can be attributed to his choice of the sequence{am}. His sequence, defined by a m+1 = 1/2am, violates the usual assumption that {Sigma}m = {infty}


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