CMP.9:2 - Problem

How can available random operations produce the desired law or an informative estimate under finite time and storage, and what conclusion remains warranted after changing the sampling or stopping procedure?

More samples reduce some variation but do not repair a wrong target or a missing region of support. Correct stationary probabilities do not establish rapid convergence from the chosen start. An interval valid for one fixed sample size may not remain valid when repeatedly inspected to decide when to stop.