Published: 18 December 2014
I've got two announcements regarding the WOPR Game Simulator tool.
First, clients now have direct access to the full version of the tool
under the Client menu. This allows up to 20,000 replications of a game and can provide very high accuracy.
Second, a limited version is now available for the public
under the Tools menu. This is different than the demo I published a couple weeks ago, and allows only up to 200 replications, and will provide limited accuracy. I'll keep this available as long as the server load can handle it.
Both versions feature the identical underlying model. Entering n=1 will continue to provide play-level output for validation. I like using this feature to watch what's happening under the hood and to gain insight into why the results are coming out the way they do.
The output includes simulated win probabilities and standard error estimates. The standard error is based on the binomial approximation. The two-standard error upper and lower limits will include the true simulated win probability approximately 95% of the time. I realize "true simulated" is an oxymoron, but it underscores an important point. The confidence intervals don't pertain to the accuracy of the simulation model itself, but only the sample variance as a function of the number of replications.