Rand Var, CI problem

[AaronBrown]

I don't understand the problem.

If your program generates the stream, then you can compute the expected value unless the program is extremely complex.

If that's impossible, you can use something like your approach, but your formulae are wrong.

If you assume that the individual values are independent and there are enough values that the Normal approximation is value (at least 30, unless you have some extreme values that show up very rarely), then the standard deviation of Xbar is approximately:

{Sum[(Xi - Xbar)^2]}^0.5/n